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Approximating Stochastic Volatility by Recombinant Trees

Approximating Stochastic Volatility by Recombinant Trees

AuthorHalil Mete Soner, E. Akyildirim, Y. Dolinsky
JournalAnnals of Applied Probability
Date1 jan. 2014
CatégorieAcademic Publications
Volumevol. 24, pp 2176-2205

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