A Continuity Correction for Discrete Barrier Options
| Year of publication: |
1997
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|---|---|
| Authors: | Broadie, Mark ; Glasserman, Paul ; Kou, Steven |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 7.1997, 4, p. 325-350
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