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Monte Carlo Greeks for Financial Products via Approximative Transition Densities

✍ Scribed by Kampen, Jörg; Kolodko, Anastasia; Schoenmakers, John


Book ID
118190154
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
334 KB
Volume
31
Category
Article
ISSN
1064-8275

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