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Barrier options 1 Discrete monitoring 1 Numerical path integration 1
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Naess, Arvid 1 Skaug, Christian 1
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Computational Economics 1
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Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian; Naess, Arvid - In: Computational Economics 30 (2007) 2, pp. 143-151
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005674131
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