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Dear all
Can some one explain the idea behind Hull and White's paper
"Efficient Procedures for Valuing European and American Path-Dependent Options "?- See more at: http://www.iijournals.com/doi/abs/10.3905/jod.1993.407869#sthash.91Fl5h8y.dpuf
http://wenku.baidu.com/view/8fca36126c175f0e7cd1374f.html
I meant the first extension they mentioned in their paper
I don't think I get it really well so it would be really appreciated
if some one could help me on this ?
Does the matlab code for the method mentioned above exist?
If you could share with me, it is really appreciated.
Thank you so much for reading my thread.
Can some one explain the idea behind Hull and White's paper
"Efficient Procedures for Valuing European and American Path-Dependent Options "?- See more at: http://www.iijournals.com/doi/abs/10.3905/jod.1993.407869#sthash.91Fl5h8y.dpuf
http://wenku.baidu.com/view/8fca36126c175f0e7cd1374f.html
I meant the first extension they mentioned in their paper
I don't think I get it really well so it would be really appreciated
if some one could help me on this ?
Does the matlab code for the method mentioned above exist?
If you could share with me, it is really appreciated.
Thank you so much for reading my thread.
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