CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
| Year of publication: |
2013
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|---|---|
| Authors: | Mijatović, Aleksandar ; Pistorius, Martijn |
| 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. 23.2013, 1, p. 1-38
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