Convergence of Numerical Methods for Valuing Path-Dependent Options Using Interpolation
| Year of publication: |
2002
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|---|---|
| Authors: | Forsyth, P.A. ; Vetzal, K.R. ; Zvan, R. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 5.2002, 3, p. 273
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