Baczynski, Jack, Laboratório Nacional de Computação Científica - LNCC, Brasil

• v. 16, n. 1 (2015) - Artigo Original
  Exact Barrier Option Valuation with Arbitrary Functions for the Volatility
  Resumo  PDF (English)

Trends in Computational and Applied Mathematics

A publication of the Brazilian Society of  Applied and Computational Mathematics (SBMAC)

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