Multidimensional quasi-Monte Carlo Malliavin Greeks
Year of publication: |
2013
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Authors: | Cufaro Petroni, Nicola ; Sabino, Piergiacomo |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 20405741. - Vol. 36.2013, 2, p. 199-224
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