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References
Merton, R. C. (1973). “Theory of Rational Option Pricing,” Bell Journal of Economics and Management Science, 4, 141–183.
Hirsa et al. (2003) “The Effect of Model Risk on the Valuation of Barrier Options”, Journal of Risk Finance, Winter 2003, 1–9.
Rubinstein, M. and E. Reiner (1991). “Breaking Down the Barriers,” Risk, 4 28–35.
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© 2007 Springer-Verlag London Limited
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Barker, P. (2007). Barrier Type Options. In: Java Methods for Financial Engineering. Springer, London. https://doi.org/10.1007/978-1-84628-741-1_14
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DOI: https://doi.org/10.1007/978-1-84628-741-1_14
Publisher Name: Springer, London
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