CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS (Q3523577)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS |
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CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS (English)
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3 September 2008
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American barrier options
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geometric Brownian motion
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reflection principle
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closed form solutions
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