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Marcellino Gaudenzi
Information about the author Marcellino Gaudenzi will soon be added to the site.
Found
2 papers
in total
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Fast binomial procedures for pricing Parisian/ParAsian options
2017
The discrete procedures for pricing Parisian/ParAsian options depend, in general, on...
Pricing cliquet options by tree methods
2011
This paper focuses on the problem of pricing the cliquet options which provide a...
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