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A general control variate method for option pricing under Lévy processes

✍ Scribed by Kemal Dinçer Dingeç; Wolfgang Hörmann

Book ID: 113584136
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 270 KB
Volume: 221
Category: Article
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2012.03.046

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