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The Black Scholes formula calculates the price of European put , call options This price is consistent with the Black Scholes equation as above; this follows.

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1 Introduction A double barrier option, an upper barrier, is a combination of two independent knock in , which has a lower barrier , knock out options whose.

Valuing basket options on smile and correlation skew.

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We discuss the phenomenon of mean reversion in credit risk market , in the framework of intensity based model, propose a class of models, where the default
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