The modified willow tree algorithm
Year of publication: |
2005
|
---|---|
Authors: | Haussmann, Ulrich G. ; Yan, Liqing |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004/2005, 3, p. 63-79
|
Subject: | Theorie | Theory | Algorithmus | Algorithm |
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