Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments
| Year of publication: |
2006
|
|---|---|
| Authors: | Hochreiter, Ronald ; Pflug, Georg Ch |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 28.2006, 3, p. 291
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