Continuously monitored barrier options under Markov processes
Year of publication: |
2013
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Authors: | Mijatovi´c, Aleksandar ; Pistorius, Martijn |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 1, p. 1-38
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Subject: | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Optionsgeschäft | Option trading |
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