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~person:"Cook, Steven"
~person:"Joshi, Mark S."
~subject:"Option pricing under Levy processes"
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Option pricing under Levy processes
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An exact method for the
sensitivity
analysis
of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
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