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Publication

Monte Carlo Methods for Pricing Discrete Parisian Options

Journal Contribution - Journal Article

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Journal: European Journal of Finance

ISSN: 1351-847X

Volume: 17

Pages: 169-196

Publication year:2011

ORCID: /0000-0002-3996-9260/work/80702899
Scopus Id: 79952566566
WoS Id: 000288275700001