Monte Carlo methods for pricing discrete Parisian options
| Year of publication: |
2011
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|---|---|
| Authors: | Bernard, Carole ; Boyle, Phelim |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 17.2011, 3, p. 169-197
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