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~isPartOf:"Computing in Economics and Finance 2003"
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Multifactor option pricing
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finite difference methods
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hedge-ratio
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Computing in Economics and Finance 2003
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Issues in Evaluating Multifactor Options in a PDE Framework
Gilli, M.
;
Chiarella, C.
;
Dewynne, J.
-
Society for Computational Economics - SCE
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2003
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