Analytic solution for American barrier options with two barriers
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Publication:458329
DOI10.1016/j.jmaa.2014.08.047zbMath1307.91178OpenAlexW2050193013MaRDI QIDQ458329
Publication date: 7 October 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.08.047
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