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Mathematical analysis / Fourier analysis / Mathematical physics / Differential equations / Investment / Lookback option / Laplace transform / Fourier transform / Symbol / Wave equation


Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba
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Document Date: 2004-09-23 12:01:54


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File Size: 355,08 KB

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