A Simplified Approach to Approximate Diffusion Processes...

A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance

Costabile, Massimo, Massabó, Ivar
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Volume:
17
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2010.17.3.065
Date:
February, 2010
File:
PDF, 4.06 MB
english, 2010
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