"Extension of the corrected barrier approximation by Broadie, Glasserman, ..."

Per Hörfelt (2003)

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DOI: 10.1007/S007800200077

access: closed

type: Journal Article

metadata version: 2020-07-22

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Per Hörfelt:
Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou. Finance Stochastics 7(2): 231-243 (2003)

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