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- Title:
Variants of the Combination Technique for Multi-Dimensional Option Pricing
- Author(s):
- Benk, Janos; Bungartz, Hans-Joachim; Nagy, Aliz-Eva; Schraufstetter, Stefanie
- 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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