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Publication: Analytical Formulas for First-Passage Time Densities: Pricing Lookback and Barrier Options under New Families of Diffusions

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Title Analytical Formulas for First-Passage Time Densities: Pricing Lookback and Barrier Options under New Families of Diffusions
Authors/Editors* G. Campolieti
Where published* Finance and Stochastics
How published* Journal
Year* 2007
Volume -1
Number -1
Pages
Publisher
Keywords
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Abstract
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