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"Valuation of exotic options using moments."

Mauro D'Amico, Gianluca Fusai, Aldo Tagliani (2002)

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DOI: 10.1007/BF02936326

access: closed

type: Journal Article

metadata version: 2020-07-09

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Mauro D'Amico, Gianluca Fusai, Aldo Tagliani:
Valuation of exotic options using moments. Oper. Res. 2(2): 157-186 (2002)

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