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"Closed-Form Expansion, Conditional Expectation, and Option Valuation."

Chenxu Li (2014)

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DOI: 10.1287/MOOR.2013.0613

access: closed

type: Journal Article

metadata version: 2017-05-28

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Chenxu Li:
Closed-Form Expansion, Conditional Expectation, and Option Valuation. Math. Oper. Res. 39(2): 487-516 (2014)

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