Pricing exotic derivatives exploiting structure

Pricing exotic derivatives exploiting structure

Sesana, Debora, Marazzina, Daniele, Fusai, Gianluca
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Volume:
236
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.12.009
Date:
July, 2014
File:
PDF, 1.06 MB
english, 2014
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