VERY FAST ALGORITHMS FOR BARRIER OPTION PRICING AND THE BALLOT PROBLEM
| Year of publication: |
1998
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|---|---|
| Authors: | Lyuu, Yuh-Dauh |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 5.1998, 3, p. 68
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