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G. (Joe) Campolieti
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
G. Campolieti, R. Makarov
published: 2008 | Research publication | Papers
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
Download: PDF (183k) lattice.pdf
revised Nov 24/10
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