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The waterline tree for separable local-volatility models
Lok, U Hou, Lyuu, Yuh-DauhVolume:
73
Language:
english
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2016.12.008
Date:
February, 2017
File:
PDF, 1.45 MB
english, 2017