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[IEEE 2004 Winter Simulation Conference, 2004. - Washington, D.C. (December 5-8, 2004)] Proceedings of the 2004 Winter Simulation Conference, 2004. - Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models

✍ Scribed by Broadie, M.; Kaya, O.

No coin nor oath required. For personal study only.

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