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isPartOf:"International journal of theoretical and applied finance"
~person:"Bernard, Carole"
~subject:"Monte Carlo methods"
~subject:"Stochastic process"
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Bernard, Carole
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Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
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