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Cited article:

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude Bardos, Raphaël Douady, Andrei Fursikov

ESAIM: COCV, 8 (2002) 127-142

Published online: 2002-08-15

DOI: https://doi.org/10.1051/cocv:2002040

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