Option pricing under a normal mixture distribution derived from the Markov tree model
| Year of publication: |
2012
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|---|---|
| Authors: | Bhat, Harish S. ; Kumar, Nitesh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 223.2012, 3 (16.12.), p. 762-775
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