The optimal-drift model: an accelerated binomial scheme
| Year of publication: |
2012
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|---|---|
| Authors: | Korn, Ralf ; Müller, Stefanie |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2012, 1, p. 135-160
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