FAST PRICING OF FOUR ASSET EQUITY-LINKED SECURITIES USING BROWNIAN BRIDGE |
YOO, CHANGWOO
(DEPARTMENT OF FINANCIAL ENGINEERING, KOREA UNIVERSITY)
CHOI, YONGHO (DEPARTMENT OF MATHEMATICS AND BIG DATA, DAEGU UNIVERSITY) KIM, SANGKWON (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY) KWAK, SOOBIN (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY) HWANG, YOUNGJIN (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY) KIM, JUNSEOK (DEPARTMENT OF MATHEMATICS, KOREA UNIVERSITY) |
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