Approximating a continuous price model with a discrete price Markov chain

  • Kjetil Fleischer Kåresen
  • Xeni Kristine Dimakos

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (SAMBA/18/00)
  • Year: 2000
  • Issue: SAMBA/18/00
  • Number of pages: 32
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