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Hedging and Pricing European-Type, Early-Exercise and Discrete Barrier Options Using an Algorithm for the Convolution of Legendre Series
Chan, Ron, Hale, NicholasYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3287929
File:
PDF, 784 KB
english, 2018