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THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS
APPOLLONI, ELISA, GAUDENZI, MARCELLINO, ZANETTE, ANTONINOVolume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024914500356
Date:
September, 2014
File:
PDF, 404 KB
english, 2014