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Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities
Fung, Hon-Kwok, Li, Leong Kwan, Yung, S.P., Zhou, WeiVolume:
4
Year:
2013
Journal:
Risk and Decision Analysis
DOI:
10.3233/rda-2012-0077
File:
PDF, 144 KB
2013