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Valuation of path-dependent options


I have recently completed a paper on using Mathematica to value 
path-dependent options.  This is a fairly intricate problem 
which goes beyond the usual Black-Scholes option pricing 
formulation.  Anyone interested in getting a copy of 
the paper should send a MAILING ADDRESS to my E-mail address.

Simon Benninga
Finance Department
Wharton School
University of Pennsylvania
Philadelphia, PA 19104

Tel:  215-898-9466
E-Mail:  BENNINGA at WILMA.WHARTON.UPENN.EDU





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