The Pricing of Multiple-Expiry Exotics
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References listed on IDEAS
- 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.
- Peter Buchen, 2004. "The pricing of dual-expiry exotics," Quantitative Finance, Taylor & Francis Journals, vol. 4(1), pages 101-108.
- Mark Broadie & Yusaku Yamamoto, 2003. "Application of the Fast Gauss Transform to Option Pricing," Management Science, INFORMS, vol. 49(8), pages 1071-1088, August.
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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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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-02 (All new papers)
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