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An explicit finite difference approach to the pricing of barrier options
Boyle, Phelim P.
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10001238444
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Calibrating the Black-Derman-Toy model : some theoretical results
Boyle, Phelim P.
;
Ken Seng Tan
;
Tian, Weidong
- In:
Applied mathematical finance
8
(
2001
)
1
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pp. 27-48
Persistent link: https://www.econbiz.de/10001625667
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