Efficient evaluation of double-barrier options

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Publication:6633865

DOI10.1142/S0219024924500079MaRDI QIDQ6633865FDOQ6633865


Authors: Svetlana Boyarchenko, Sergei Levendorskiĭ Edit this on Wikidata


Publication date: 6 November 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)








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