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"Valuing of timer path-dependent options."

Mijin Ha, Donghyun Kim, Ji-Hun Yoon (2024)

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DOI: 10.1016/J.MATCOM.2023.08.010

access: closed

type: Journal Article

metadata version: 2023-11-18

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Mijin Ha, Donghyun Kim, Ji-Hun Yoon:
Valuing of timer path-dependent options. Math. Comput. Simul. 215: 208-227 (2024)

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