Multinomial Approximating Models for Options with k State Variables (Q3989142)

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Multinomial Approximating Models for Options with k State Variables
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    Multinomial Approximating Models for Options with k State Variables (English)
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    publication date
    28 June 1992
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    zbMATH DE Number
    33916
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    author
    Bardia Kamrad
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    Peter H. Ritchken
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