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~person:"Carr, Peter"
~person:"Løchte Jørgensen, Peter"
~subject:"Derivatives"
~type_genre:"Article in journal"
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Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
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