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"Pricing of barrier options by marginal functional quantization."

Abass Sagna (2011)

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DOI: 10.1515/MCMA.2011.015

access: closed

type: Journal Article

metadata version: 2020-07-03

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Abass Sagna:
Pricing of barrier options by marginal functional quantization. Monte Carlo Methods Appl. 17(4): 371-398 (2011)

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