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~isPartOf:"Journal of Risk and Financial Management"
~isPartOf:"Swiss Finance Institute Research Paper Series"
~isPartOf:"The journal of computational finance"
~isPartOf:"Working Paper"
~person:"Del Moral, Pierre"
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Journal of Risk and Financial Management
Swiss Finance Institute Research Paper Series
The journal of computational finance
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Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
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