Number of items: 1.
Lo, Chia Chun and Skindilias, Konstantinos
(2014)
An improved Markov Chain Approximation methodology: Derivatives pricing and model calibration.
International Journal of Theoretical and Applied Finance, 17 (07):1450047.
pp. 1-22.
ISSN 0219-0249 (Print), 1793-6322 (Online)
(doi:10.1142/S0219024914500472)
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