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PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS
FRIES, CHRISTIAN P., JOSHI, MARK S.Volume:
14
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024911006334
Date:
March, 2011
File:
PDF, 1.74 MB
english, 2011