Dual quantization for random walks with application to credit derivatives
| Year of publication: |
2012
|
|---|---|
| Authors: | Pagès, Gilles ; Wilbertz, Benedikt |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2012, 2, p. 33-60
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