Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
| Autor: | Lee, Hangsuck, Ahn, Soohan, Ko, Bangwon |
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| Zdroj: | In North American Journal of Economics and Finance November 2019 50 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect