Fast and accurate pricing of discretely monitored barrier options by numerical path integration
| Year of publication: |
2007
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|---|---|
| Authors: | Skaug, Christian ; Naess, Arvid |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 30.2007, 2, p. 143-152
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