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~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bhuruth, Muddun"
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Arbitrage-free SABR model
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Discretely monitored barriers
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Option pricing
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Option pricing theory
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Bhuruth, Muddun
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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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A spectral approach to pricing of arbitrage-free sabr discrete barrier options
Thakoor, Nawdha
;
Tangman, Désiré Yannick
;
Bhuruth, Muddun
- In:
Computational economics
54
(
2019
)
3
,
pp. 1085-1111
Persistent link: https://www.econbiz.de/10012134509
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