Path-Dependent Options: Extending the Monte Carlo Simulation Approach
| Year of publication: |
1997
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|---|---|
| Authors: | Grant, Dwight ; Vora, Gautam ; Weeks, David |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 43.1997, 11, p. 1589-1602
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