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~isPartOf:"International journal of financial engineering"
~person:"Barger, Weston"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Approximate pricing of European and Barrier claims in a local-stochastic volatility setting
Barger, Weston
;
Lorig, Matthew
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777838
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