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Pricing Algorithms of Multivariate Path Dependent Options

✍ Scribed by Yue Kuen Kwok; Hoi Ying Wong; Ka Wo Lau

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 199 KB
Volume: 17
Category: Article
ISSN: 0885-064X
DOI: 10.1006/jcom.2001.0594

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