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A simple discretization scheme for nonnegative diffusion processes with application to option pricing
Labbé, Chantal
;
Remillard, Bruno
;
Renaud, Jean-François
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 3-35
Persistent link: https://www.econbiz.de/10009424806
Saved in:
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RESEARCH PAPERS - A simple discretization scheme for nonnegative diffusion processes with applications to option pricing
Labbé, Chantal
;
Rémillard, Bruno
;
Renaud, Jean-François
- In:
The journal of computational finance
15
(
2011
)
2
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009816295
Saved in:
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