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"Discretely monitored first passage problems and barrier options: an ..."

Lingfei Li, Vadim Linetsky (2015)

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DOI: 10.1007/S00780-015-0271-1

access: closed

type: Journal Article

metadata version: 2023-09-30

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Lingfei Li, Vadim Linetsky:
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach. Finance Stochastics 19(4): 941-977 (2015)

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