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Path integral pricing of Wasabi option in the Black–Scholes model

✍ Scribed by Cassagnes, Aurelien; Chen, Yu; Ohashi, Hirotada

Book ID: 127051487
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 220 KB
Volume: 413
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2014.07.012

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