Analytic Approximation of Finite-Maturity Timer Option Prices
Analytic Approximation of Finite-Maturity Timer Option Prices release_7ky6sdccgvgijjodsycig4z5wi

by Minqiang Li, Fabio Mercurio

Published in Journal of futures markets by Wiley.

2014   Volume 35, p245-273

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Date   2014-02-19
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