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Fluctuation identities with continuous monitoring and their application to price barrier options (2017)

First Author: Phelan C

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1712.00077

Publication URI: https://arxiv.org/abs/1712.00077

Type: Preprint