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PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH
Feng, Liming
;
Linetsky, Vadim
- In:
Mathematical Finance
18
(
2008
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10005023764
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