Ross Green

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The Wiener–Hopf Technique and Discretely Monitored Path-Dependent Option Pricing

Mathematical Finance, Vol. 20, Issue 2, pp. 259-288, April 2010
Number of pages: 30 Posted: 29 Mar 2010
affiliation not provided to SSRN, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and affiliation not provided to SSRN
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