A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Futures Markets
سال: 2012
ISSN: 0270-7314
DOI: 10.1002/fut.21565