Analysis of quadrature methods for pricing discrete barrier options
Year of publication: |
2007
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---|---|
Authors: | Fusai, Gianluca ; Recchioni, Maria Cristina |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 3, p. 826-860
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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