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~isPartOf:"Quantitative finance"
~person:"Meyer-Gohde, Alexander"
~person:"Yamada, Toshihiro"
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A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
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