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5th International Conference on Stoñhastic Methods 2020
November 27, 2020
15:00
, Steklov Mathematical Institute of RAS, PFUR, Moscow, online
A Simple Wiener-Hopf factorization method for pricing options with barriers in Levy-driven models
Oleg Kudryavtsev
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Steklov Math. Inst. of RAS
, 2024