The Pricing of Bermudan-Style Options on Correlated Assets
| Year of publication: |
2002
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|---|---|
| Authors: | Peterson, Sandra J. ; Stapleton, Richard C. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 5.2002, 2, p. 127-152
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