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"On Approximation of Average Expectation Prices for Path Dependent Options ..."

Bartosz Ziemkiewicz (2004)

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DOI: 10.1007/978-3-540-25944-2_106

access: closed

type: Conference or Workshop Paper

metadata version: 2022-03-16

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Bartosz Ziemkiewicz:
On Approximation of Average Expectation Prices for Path Dependent Options in Fractional Models. International Conference on Computational Science 2004: 819-826

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