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- W2055819974 abstract "A generalized BlackâScholes model with random drift and volatility dependent on a parameter is studied in the paper. Sufficient conditions for the convergence of a sequence of prices of a European barrier option are established." @default.
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- W2055819974 date "2012-01-01" @default.
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- W2055819974 title "Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility" @default.
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- W2055819974 doi "https://doi.org/10.1090/s0094-9000-2012-00863-6" @default.
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