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Valuation formulae for window barrier options
Author:
Grant F. Armstrong a
| Affiliation: | a Debt Markets Trading, National Australia Bank, Level 32, 500 Bourke Street, Melbourne, 3000, Australia. |
DOI:
10.1080/13504860210124607
Publication Frequency:
6 issues per year
Number of References: 14
Formats available:
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(English)
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