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Dorfleitner, Gregor and Schneider, Paul and Hawlitschek, Kurt and Buch, Arne (2008) Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time. Quantitative Finance 8 (2), pp. 119-133.

This list was generated on Thu May 23 22:23:10 2013 CEST.