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    A dynamic programming approach to price installment options

    13 years 11 months ago
    A dynamic programming approach to price installment options
    Download  neumann.hec.ca
    Hatem Ben Ameur, Michèle Breton, Pascal Fra
    claim paper
    Added 12 Dec 2010
    Updated 12 Dec 2010
    Type Journal
    Year 2006
    Where EOR
    Authors Hatem Ben Ameur, Michèle Breton, Pascal François
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