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Author(s):
Benk, Janos; Bungartz, Hans-Joachim; Nagy, Aliz-Eva; Schraufstetter, Stefanie
Title:
Variants of the Combination Technique for Multi-Dimensional Option Pricing
Book / Congress title:
Progress in Industrial Mathematics at ECMI 2010
Year:
2010
Notes:
mediatitle: Progress in Industrial Mathematics at ECMI 2010
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