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Items where Author is "Parrott, A. K."

Items where Author is "Parrott, A. K."

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Conference or Conference Paper

Parrott, A. K. and Clarke, N. A. L. (1999) The parallel solution of early-exercise Asian options with stochastic volatility. In: 11th International Conference on Domain Decomposition Method, 1999, London, UK.

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