An exact analytical solution for discrete barrier options
Year of publication: |
2006
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Authors: | Fusai, Gianluca ; Abrahams, I.David ; Sgarra, Carlo |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 1, p. 1-26
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