Numerical Evaluation of Multivariate Contingent Claims

Numerical Evaluation of Multivariate Contingent Claims

Boyle, P. P., Evnine, J., Gibbs, S.
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Volume:
2
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/2.2.241
Date:
April, 1989
File:
PDF, 417 KB
1989
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