Multilevel Path Branching for Digital Options

Fuente: arXiv

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Bibliographic Details
Main Authors:	Giles, Michael B., Haji-Ali, Abdul-Lateef
Format:	Preprint
Published:	2022
Subjects:	Numerical Analysis Computational Finance (Primary) 65C05, 65C30, (secondary) 65B99, 60J85
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2209.03017