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Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op
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Document Date: 2002-01-21 19:48:38
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Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op