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NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS
BERNARD, CAROLE, CUI, ZHENYU, MCLEISH, DONVolume:
15
Langue:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024912500471
Date:
November, 2012
Fichier:
PDF, 457 KB
english, 2012