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A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options

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Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:uu-119403
Date January 2009
CreatorsWu, Hao
PublisherUppsala University, Department of Mathematics
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text
RelationU.U.D.M. project report ; 19

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