Asymptotic and non asymptotic approximations for option valuation

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Publication:2849673

DOI10.1142/9789814436434_0004zbMath1293.91178OpenAlexW1571766743MaRDI QIDQ2849673

Romain Bompis, Emmanuel Gobet

Publication date: 24 September 2013

Published in: Recent Developments in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814436434_0004




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