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On a property of multidimensional normal distributions and its application to the computation of options

✍ Scribed by A. V. Melnikov; Yu. V. Romanyuk

Book ID: 111454354
Publisher: SP MAIK Nauka/Interperiodica
Year: 2007
Tongue: English
Weight: 172 KB
Volume: 75
Category: Article
ISSN: 1064-5624
DOI: 10.1134/s1064562407030052

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