Method of Paired Contours and Pricing Barrier Options and CDs of Long Maturities
Year of publication: |
2013
|
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Authors: | Levendorskii, Sergei |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 19, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2267107 [DOI] |
Classification: | C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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