Extension of the corrected barrier approximation by Broadie, Glassermann and Kou
Year of publication: |
2003
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Authors: | Hörfelt, Per |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 2, p. 231-243
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Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Optionsgeschäft | Option trading |
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