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"Pricing Path-Dependent Securities by the Extended Tree Method."

Naoki Kishimoto (2004)

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DOI: 10.1287/MNSC.1030.0198

access: closed

type: Journal Article

metadata version: 2020-06-30

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Naoki Kishimoto:
Pricing Path-Dependent Securities by the Extended Tree Method. Manag. Sci. 50(9): 1235-1248 (2004)

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