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Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
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2021
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This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
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Valuation of conditional pension liabilities and guarantees under sponsor vulnerability
Broeders, Dirk
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2006
Persistent link: https://www.econbiz.de/10003322308
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