Publisher
Cambridge University Press
Cited by
23 articles.
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1. Variance Reduction Techniques Based on Binary Option Pricing;Highlights in Science, Engineering and Technology;2023-05-21
2. Haar‐wavelet based approximation for pricing American options under linear complementarity formulations;Numerical Methods for Partial Differential Equations;2020-10-21
3. Beyond Black and Scholes;Tools for Computational Finance;2017
4. Pricing of Exotic Options;Tools for Computational Finance;2017
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