Chapman–Kolmogorov lattice method for derivatives pricing

Applied Mathematics and Computation 2014 / 01 Vol. 226

Chapman–Kolmogorov lattice method for derivatives pricing

Aluigi, Federico, Corradini, Massimiliano, Gheno, Andrea
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Volume:
226
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2013.11.001
Date:
January, 2014
File:
PDF, 515 KB
english, 2014
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