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Weak convergence of tree methods, to price options on defaultable assets

✍ Scribed by Nieuwenhuis, J.W. ;Vellekoop, M.H.

Publisher: Springer
Year: 2004
Weight: 222 KB
Volume: 27
Category: Article
ISSN: 1127-1035
DOI: 10.1007/s10203-004-0043-4

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