Unstructured meshing for two asset barrier options
Year of publication: |
2000
|
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Authors: | Pooley, D.M. ; Forsyth, P.A. ; Vetzal, K.R. ; Simpson, R.B. |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 7.2000, 1, p. 33-60
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Saved in:
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