A Variable Reduction Technique for Pricing Average-rate Options
Year of publication: |
2000
|
Authors: |
He, Hua
;
Takahashi, Akihiko
|
Published in: |
|
Publisher: |
International Review of Finance Ltd.
|
Extent: | text/html |
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Type of publication: | Article
|
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Source: | |
Persistent link: https://www.econbiz.de/10005215713