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Quantitative Finance, Vol. 11, No. 5, May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

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  • Susanne Griebsch
  • Uwe Wystup

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  • Susanne Griebsch & Uwe Wystup, 2011. "Quantitative Finance, Vol. 11, No. 5, May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 11(8), pages 1271-1271.
  • Handle: RePEc:taf:quantf:v:11:y:2011:i:8:p:1271-1271
    DOI: 10.1080/14697688.2011.605316
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    1. Alexander Lipton, 2001. "Mathematical Methods for Foreign Exchange:A Financial Engineer's Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4694, March.
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