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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Journal of financial and quantitative analysis : JFQA
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An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 215-227
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