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An integral equation representation approach for valuing Russian options with a finite time horizon
16 references·2 citing·32 second hop
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  • 2014The pricing of vulnerable options with double Mellin transforms72 cited
  • 2016Valuing vulnerable geometric Asian options

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Cited by

  • 2016Analytic solution for American strangle options using Laplace–Carson transforms17 cited
  • 2016An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model17 cited