Pricing Algorithms of Multivariate Path Dependent Options

Journal of Complexity 2001 Vol. 17; Iss. 4

Pricing Algorithms of Multivariate Path Dependent Options

Yue Kuen Kwok, Hoi Ying Wong, Ka Wo Lau
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Volume:
17
Year:
2001
Language:
english
Pages:
22
DOI:
10.1006/jcom.2001.0594
File:
PDF, 199 KB
english, 2001
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