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Pricing discretely monitored barrier options via a fast and accurate FFT-based method

University of Macau / Faculty of Science and Technology / Department of Mathematics

Identiferoai:union.ndltd.org:MACAU/oai:libdigital.umac.mo:b2148272
Date January 2010
CreatorsWeng, Zuo Qiu
PublisherUniversity of Macau
Source SetsUniversity of Macau
LanguageEnglish
Detected LanguageEnglish
TypeUM_THESES

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