Monte Carlo Pricing in the Schöbel-Zhu Model and its...

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Monte Carlo Pricing in the Schöbel-Zhu Model and its Extensions

van Haastrecht, Alexander, Lord, Roger, Pelsser, Antoon A. J.
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Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1576581
File:
PDF, 354 KB
english, 2009
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