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~accessRights:"free"
~isPartOf:"Computational economics"
~isPartOf:"European journal of operational research : EJOR"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Derivative"
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Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
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