A new sampling strategy willow tree method with application to path-dependent option pricing

Published 2013 View Full Article

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Title
A new sampling strategy willow tree method with application to path-dependent option pricing
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume 13, Issue 6, Pages 861-872
Publisher
Informa UK Limited
Online
2013-03-20
DOI
10.1080/14697688.2012.762111
References
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