Sample-Path Solution of Stochastic Variational Inequalities, With Applications to Option Pricing

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Title: Sample-Path Solution of Stochastic Variational Inequalities, With Applications to Option Pricing
Author: Grkan, Gl; zge, A. Yonca; Robinson, Stephen M.
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Date: 1996
Series/Report No.: Winter Simulation Conference Proceedings
URI: http://www.lib.ncsu.edu/resolver/1840.4/5607


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