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Option pricing theory
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Hoog, Frank de
Zhu, Zili
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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A fully coupled solution algorithm for pricing options with complex barrier structures
Zhu, Zili
;
Hoog, Frank de
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10008655536
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