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PROGRAMS
https://doi.org/10.1142/9789812792914_0013Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Programs in FORTRAN
Generate and Test Random Deviates
General Computation
Discrete-Time Pricing
Continuous-Time Pricing
Programs in C++
Generate and Test Random Deviates
General Computation
Discrete-Time Pricing
Continuous-Time Pricing
