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Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Gauthier, Geneviève »

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Pricing Discretely Monitored Barrier Options by a Markov Chain
Duan, Jin-Chuan; Dudley, Evan; Gauthier, Geneviève; Simonato, Jean-Guy
Issue Date : 1999-04

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