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Found 2 publications

Conference proceedings

Proximity Of Barrier Option Prices In Discrete And Continuous Time

Publisher: 5th Conference in Actuarial Science and Finance on Samos

Authors: Georgiy Shevchenko, Olena Soloveiko

Journal article

On The Rate Of Convergence Of Barrier Option Prices In Binomial Market To Those In Continuous Time Market

Publisher: Theory of Stochastic Processes

Authors: Georgiy Shevchenko, Olena Soloveiko

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