Pricing Algorithms for Options with Exotic Path-Dependence
| Year of publication: |
2001
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|---|---|
| Authors: | Kwok, Yue Kuen ; Lau, Ka Wo |
| 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. 9.2001, 1, p. 28-38
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