"Local time and the pricing of time-dependent barrier options."

Aleksandar Mijatovic (2010)

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DOI: 10.1007/S00780-008-0077-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Aleksandar Mijatovic:
Local time and the pricing of time-dependent barrier options. Finance Stochastics 14(1): 13-48 (2010)

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