On Pricing Derivatives in the Presence of Auxiliary State...

On Pricing Derivatives in the Presence of Auxiliary State Variables

Lin, Junze, Ritchken, Peter
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Volume:
14
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2006.667549
Date:
January, 2006
File:
PDF, 1.84 MB
english, 2006
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