Pricing TARNs using a finite difference method
Xiaolin Luo and Pavel V. Shevchenko
Year of publication: |
2015
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Authors: | Luo, Xiaolin ; Shevchenko, Pavel V. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 23.2015, 1, p. 62-72
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