A simple discretization scheme for nonnegative diffusion processes with applications to option pricing.
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Journal of Computational Finance
سال: 2011
ISSN: 1460-1559
DOI: 10.21314/jcf.2011.255