Browsing by Author Kravchenko, V. V.
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| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2019 | Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation | Kravchenko, I.; Kravchenko, V. V.; Torba, S. M.; Dias, J. C. | Article | Open Access |