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"Closed form valuation of barrier options with stochastic barriers."

Tristan Guillaume (2022)

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DOI: 10.1007/S10479-020-03860-W

access: closed

type: Journal Article

metadata version: 2022-06-23

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  - https://dblp.org/rec/journals/anor/Guillaume22
Tristan Guillaume:
Closed form valuation of barrier options with stochastic barriers. Ann. Oper. Res. 313(2): 1021-1050 (2022)

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