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"Fluctuation identities with continuous monitoring and their application to ..."
Carolyn E. Phelan et al. (2018)
- Carolyn E. Phelan
, Daniele Marazzina
, Gianluca Fusai, Guido Germano
:
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. Eur. J. Oper. Res. 271(1): 210-223 (2018)
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