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"A simplified Wiener-Hopf factorization method for pricing double barrier ..."

Oleg Kudryavtsev (2024)

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DOI: 10.1007/S10287-024-00519-W

access: closed

type: Journal Article

metadata version: 2024-06-17

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Oleg Kudryavtsev:
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes. Comput. Manag. Sci. 21(1): 37 (2024)

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