An Efficient, and Fast Convergent Algorithm for Barrier Options
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Publication:5434444
DOI10.1007/978-3-540-72870-2_24zbMath1137.91440OpenAlexW1603426715MaRDI QIDQ5434444
Publication date: 4 January 2008
Published in: Algorithmic Aspects in Information and Management (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-72870-2_24
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