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"Optimal control of European double barrier basket options."

Ronald H. W. Hoppe, Tobias Lipp (2011)

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DOI: 10.1515/JNUM.2011.006

access: closed

type: Journal Article

metadata version: 2017-05-28

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Ronald H. W. Hoppe, Tobias Lipp:
Optimal control of European double barrier basket options. J. Num. Math. 19(2): 113-136 (2011)

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