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A boundary element method to price time-dependent double barrier options

✍ Scribed by Luca Vincenzo Ballestra; Graziella Pacelli

Book ID: 113439867
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 335 KB
Volume: 218
Category: Article
ISSN: 0096-3003
DOI: 10.1016/j.amc.2011.09.050

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