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Analytical valuation of a general form of barrier option with stochastic interest rate and jumps

Published Online: 2025-06-12

Published Print: 2025-08

Authors

Guillaume, Tristan
Funding

Funding for this research was provided by:

CY Cergy Paris Université
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Text and Data Mining valid from 2025-06-12

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Article History

Accepted: 9 May 2025

First Online: 12 June 2025

Declarations

:

: The author declares no conflict of interest.

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