Author:
BUNCH DAVID S.,JOHNSON HERB
Subject
Economics and Econometrics,Finance,Accounting
Reference10 articles.
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2. Algorithm 462: bivariate normal distribution;Donnelly;Communications of the ACM,1973
3. The valuation of compound options;Geske;Journal of Financial Economics,1979
4. The American put option valued analytically;Geske;Journal of Finance,1984
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