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Semi-Analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab® codes)

   | 24. März 2018

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eISSN:
2038-0909
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
Volume Open
Fachgebiete der Zeitschrift:
Mathematik, Numerik und wissenschaftliches Rechnen, Angewandte Mathematik