Robust pricing and hedging of double no-touch options
| Year of publication: |
2011
|
|---|---|
| Authors: | Cox, Alexander M. G. ; Obłój, Jan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 3, p. 573-606
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