Extending quadrature methods to value multi-asset and complex path dependent options
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 83 (2007)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/inca/505576
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New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-032, New York University, Leonard N. Stern School of Business-.
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