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"Pricing multi-asset barrier options."

Estevao Rosalino, Jack Baczynski, Dorival Leão (2017)

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DOI: 10.1109/CDC.2017.8264106

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-19

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  dblp key:
  - conf/cdc/RosalinoBL17
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  - https://dblp.org/rec/conf/cdc/RosalinoBL17
Estevao Rosalino, Jack Baczynski, Dorival Leão:
Pricing multi-asset barrier options. CDC 2017: 3063-3068

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