LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION.
| Autor: | Kargin, Vladislav1 skarguine@cornerstone.com |
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| Zdroj: | Mathematical Finance. Oct2005, Vol. 15 Issue 4, p635-647. 13p. 1 Diagram, 3 Charts. |
| Databáze: | Business Source Ultimate |
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