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DUALITY THEORY AND SIMULATION IN FINANCIAL ENGINEERING. Martin B. Haugh . funds is allowed after date t = 0 and any new purchases of Q t. [. Bt. Bt+1. Vt+1(Xt+1). ]) . The price of the option is then given by V0(X0) where X0 is.

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Q-Sim: a GUI for a queueing simulator using Tcl/Tk ACM SIGSOFT Software Engineering Notes Homepage archive. Volume 19 Issue 4, Oct. 1994 . Publication Date, 1994-10-01 (yyyy-mm-dd). Sponsor, SIGSOFT ACM Special Interest 

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