A lattice approach for pricing of multivariate contingent claims
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Publication:1278204
DOI10.1016/0377-2217(95)00279-0zbMath0924.90014OpenAlexW2023749127MaRDI QIDQ1278204
Publication date: 22 February 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(95)00279-0
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