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Connecting discrete and continuous path-dependent options

✍ Scribed by Mark Broadie; Paul Glasserman; S.G. Kou

Book ID: 106235866
Publisher: Springer-Verlag
Year: 1999
Tongue: English
Weight: 236 KB
Volume: 3
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s007800050052

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