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On the short-time behaviour of up-and-in barrier options using Malliavin calculus

Fuente: arXiv

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Bibliographic Details
Main Author:	Burés, Òscar
Format:	Preprint
Published:	2025
Subjects:	Probability Mathematical Finance 60G70, 60H07, 60H30, 91G20
Online Access:	Acceder al recurso
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