A lattice algorithm for pricing moving average barrier options

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Publication:975929

DOI10.1016/j.jedc.2009.10.008zbMath1230.91176OpenAlexW2120262280MaRDI QIDQ975929

Peifan Li, Jin E. Zhang, Min Dai

Publication date: 11 June 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/85602




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