2 search results - page 1 / 1 » Towards a Bayesian framework for option pricing |
44
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CORR
2006
Springer
15 years 2 months ago
2006
Springer
113
Voted
IJPP
2010
15 years 1 months ago
2010
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...