Two extensions to barrier option valuation
Year of publication: |
1995
|
---|---|
Authors: | Carr, P. |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 2.1995, 3, p. 173-209
|
Publisher: |
Taylor & Francis Journals |
Subject: | option pricing | exotic options |
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