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"Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal ..."
Chi-Fai Lo, T. K. Chung, Cho-Hoi Hui (2007)
- Chi-Fai Lo, T. K. Chung, Cho-Hoi Hui:
Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options. World Congress on Engineering 2007: 1000-1005
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