Debora Sesana, Daniele Marazzina, Gianluca Fusai. Pricing exotic derivatives exploiting structure. European Journal of Operational Research, 236(1):369-381, 2014. [doi]
@article{SesanaMF14,
title = {Pricing exotic derivatives exploiting structure},
author = {Debora Sesana and Daniele Marazzina and Gianluca Fusai},
year = {2014},
doi = {10.1016/j.ejor.2013.12.009},
url = {http://dx.doi.org/10.1016/j.ejor.2013.12.009},
researchr = {https://researchr.org/publication/SesanaMF14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {236},
number = {1},
pages = {369-381},
}