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"Pricing Discrete Barrier and Hindsight Options with the Tridiagonal ..."
Wai Man Tse, Leong Kwan Li, Kai Wang Ng (2001)
- Wai Man Tse, Leong Kwan Li, Kai Wang Ng:
Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm. Manag. Sci. 47(3): 383-393 (2001)
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