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Efficient valuation of barrier options under equity and interest rate risks

Crossref DOI link: https://doi.org/10.1007/s10203-024-00504-7

Published Online: 2024-12-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Rotondi, Francesco https://orcid.org/0000-0002-5102-6791
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Text and Data Mining valid from 2024-12-11

Version of Record valid from 2024-12-11
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Article History

Received: 10 June 2024

Accepted: 2 December 2024

First Online: 11 December 2024

Declarations

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: The author has no Conflict of interest of any kind to declare that are relevant to the content of this article.