Title: Analytical Recursive Algorithm for Valuating Path-dependent Derivatives
Authors: Goovaerts, Marc
Laeven, Roger
Shang, Zhaoning #
Issue Date: Sep-2008
Conference: Conference in Actuarial Science and Finance edition:5 location:Samos, Greece date:4 - 7September 2008
Publication status: published
KU Leuven publication type: IMa
Appears in Collections:Research Center Insurance, Leuven
# (joint) last author

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