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David Weeks
Information about the author David Weeks will soon be added to the site.
Found
2 papers
in total
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Path-dependent options: Extending the Monte Carlo simulation approach
1997
Monte Carlo simulation has been used to value options since Boyle's seminal paper....
Using Kalman filter and finite difference techniques in default free bond pricing models
1993
A model to price default free bonds, similar to ones developed by Cox, Ingersoll and...
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