A FULLY COUPLED SOLUTION ALGORITHM FOR PRICING OPTIONS WITH COMPLEX BARRIER STRUCTURES
| Year of publication: |
2010
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|---|---|
| Authors: | Zhu, Zili ; De Hoog, Frank |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 18.2010, 1, p. 9-18
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