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International journal of financial engineering
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Design, implementation and validation of advanced lattice techniques for pricing EAKO : European American Knock-Out option
Fabbri, Mattia
;
Giribone, Pier Giuseppe
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314522
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