Enhanced Numerical Methods for Options with Barriers
Year of publication: |
1995
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Authors: | Derman, Emanuel ; Kani, Iraj ; Ergener, Deniz ; Bardhan, Indrajit |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 51.1995, 6, p. 65-74
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