"Construction of consistent discrete and continuous stochastic models for ..."

Rachel Koskodan, Edward J. Allen (2008)

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DOI: 10.1016/J.MCM.2007.06.032

access: open

type: Journal Article

metadata version: 2021-02-17

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Rachel Koskodan, Edward J. Allen:
Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation. Math. Comput. Model. 48(11-12): 1775-1786 (2008)

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