"Numerical valuation of discrete double barrier options."

Mariyan Milev, Aldo Tagliani (2010)

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DOI: 10.1016/J.CAM.2009.10.029

access: open

type: Journal Article

metadata version: 2021-02-16

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Mariyan Milev, Aldo Tagliani:
Numerical valuation of discrete double barrier options. J. Comput. Appl. Math. 233(10): 2468-2480 (2010)

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