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" Article: A Forward Equation for Barrier Options under the BrunickShreve Markovian Projection [Show abstract] [Hide abstract] ABSTRACT: We derive a forward equation for arbitrage-free barrier option prices, in terms of Markovian projections of the stochastic volatility process, in continuous semi-martingale models. However, the initial daily dose should not be higher than 900 mg divided into three doses, and doses should be reduced and the dosing interval increased in patients with renal failure.
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