An explicit finite difference approach to the pricing of barrier options
| Year of publication: |
1998
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|---|---|
| Authors: | Boyle, Phelim P. ; Tian, Yisong Sam |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 5.1998, 1, p. 17-44
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