"On the Number of State Variables in Options Pricing."

Gang Li, Chu Zhang (2010)

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DOI: 10.1287/MNSC.1100.1222

access: closed

type: Journal Article

metadata version: 2021-04-23

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Gang Li, Chu Zhang:
On the Number of State Variables in Options Pricing. Manag. Sci. 56(11): 2058-2075 (2010)

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