Application of the Fast Gauss Transform to Option Pricing
| Year of publication: |
2003
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|---|---|
| Authors: | Broadie, Mark ; Yamamoto, Yusaku |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 49.2003, 8, p. 1071-1088
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