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"An exact analytical solution for discrete barrier options."

Gianluca Fusai, I. David Abrahams, Carlo Sgarra (2006)

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DOI: 10.1007/S00780-005-0170-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Gianluca Fusai, I. David Abrahams, Carlo Sgarra:
An exact analytical solution for discrete barrier options. Finance Stochastics 10(1): 1-26 (2006)

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