Option pricing in the presence of natural boundaries and a quadratic diffusion term
| Year of publication: |
1997
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|---|---|
| Authors: | Rady, S. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 1.1997, 4, p. 331-344
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