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5th International Conference on Stoñhastic Methods 2020
November 27, 2020 15:00–15:30, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
 


A Simple Wiener-Hopf factorization method for pricing options with barriers in Levy-driven models

Oleg Kudryavtsev
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MP4 200.7 Mb

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