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Efficient and high accuracy pricing of barrier options under the CEV diffusion

✍ Scribed by Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun

Book ID
120637520
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
554 KB
Volume
259
Category
Article
ISSN
0377-0427

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