A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
| Year of publication: |
2009
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|---|---|
| Authors: | Buchen, Peter ; Konstandatos, Otto |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 6, p. 497-516
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