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20002013
most citedAnalytical ramifications of derivatives valuation: Asian options and special functions

4 citations · 6 across the 5 of their papers we have counts for

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math.CA2000

On the valuation of Paris options: foundational results

Michael Schröder

This paper adresses the valuation of the Paris barrier options proposed by Yor, Jeanblanc-Picque, and Chesnay (Advances in Applied Probability, 29(1997), 165-184) using the Laplace…