MONTE CARLO ESTIMATION OF AMERICAN CALL OPTIONS ON THE MAXIMUM OF SEVERAL STOCKS
| Year of publication: |
1997
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|---|---|
| Authors: | Raymar, Steven B. ; Zwecher, Michael J. |
| 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. 5.1997, 1, p. 7-62
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