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"Analysis of Markov Chain Approximation for Option Pricing and Hedging: ..."
Gongqiu Zhang, Lingfei Li (2019)
- Gongqiu Zhang
, Lingfei Li
:
Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior. Oper. Res. 67(2): 407-427 (2019)
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