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"Pricing Parisian down-and-in options."

Song-Ping Zhu et al. (2015)

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DOI: 10.1016/J.AML.2014.10.019

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - journals/appml/ZhuLCL15
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  - https://dblp.org/rec/journals/appml/ZhuLCL15
Song-Ping Zhu, Nhat-Tan Le, Wen-Ting Chen, Xiaoping Lu:
Pricing Parisian down-and-in options. Appl. Math. Lett. 43: 19-24 (2015)

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