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A pertubative formula to price barrier options with time-dependent parameters in the black and scholes world
Fatone, Lorella
;
Recchioni, Maria Cristina
;
Zirilli, …
- In:
Journal of risk
10
(
2007/08
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10003643672
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