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"Exact solutions for a strike reset put option and a shout call option."

Joanna Goard (2012)

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DOI: 10.1016/J.MCM.2011.11.033

access: open

type: Journal Article

metadata version: 2021-02-17

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Joanna Goard:
Exact solutions for a strike reset put option and a shout call option. Math. Comput. Model. 55(5-6): 1787-1797 (2012)

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