CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES

Published 2011 View Full Article

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Title
CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
Authors
Keywords
-
Journal
MATHEMATICAL FINANCE
Volume 23, Issue 1, Pages 1-38
Publisher
Wiley
Online
2011-06-07
DOI
10.1111/j.1467-9965.2011.00486.x
References
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