Curtailing the Range for Lattice and Grid Methods
| Year of publication: |
2004
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|---|---|
| Authors: | Andricopoulos, Ari D. ; Widdicks, Martin ; Duck, Peter W. ; Newton, David P. |
| 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. 11.2004, 4, p. 55-61
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