Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513)
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scientific article; zbMATH DE number 2111708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Discrete European Barrier Options Using Lattice Random Walks |
scientific article; zbMATH DE number 2111708 |
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Pricing Discrete European Barrier Options Using Lattice Random Walks (English)
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28 October 2004
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rate of convergence
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Besov spaces
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