"Pricing exotic derivatives exploiting structure."

Debora Sesana, Daniele Marazzina, Gianluca Fusai (2014)

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DOI: 10.1016/J.EJOR.2013.12.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Debora Sesana, Daniele Marazzina, Gianluca Fusai:
Pricing exotic derivatives exploiting structure. Eur. J. Oper. Res. 236(1): 369-381 (2014)

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