The Pricing of Multiple-Expiry Exotics
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- Peter Buchen, 2004. "The pricing of dual-expiry exotics," Quantitative Finance, Taylor & Francis Journals, vol. 4(1), pages 101-108.
- Lishang Jiang, 2005. "Mathematical Modeling and Methods of Option Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5855, February.
- Mark Broadie & Yusaku Yamamoto, 2003. "Application of the Fast Gauss Transform to Option Pricing," Management Science, INFORMS, vol. 49(8), pages 1071-1088, August.
- Longstaff, Francis A, 1990. "Pricing Options with Extendible Maturities: Analysis and Applications," Journal of Finance, American Finance Association, vol. 45(3), pages 935-957, July.
- Ingersoll, Jonathan E, Jr, 2000. "Digital Contracts: Simple Tools for Pricing Complex Derivatives," The Journal of Business, University of Chicago Press, vol. 73(1), pages 67-88, January.
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- Jing, Ong Li & Bashir, Mohammed J.K. & Kao, Jehng-Jung, 2015. "Solar radiation based benefit and cost evaluation for solar water heater expansion in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 328-335.
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