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~institution:"International Monetary Fund (IMF)"
~institution:"Science & Finance"
~person:"Sestovic, Dragan"
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Sestovic, Dragan
Bouchaud, Jean-Philippe
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Science & Finance
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Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
Bouchaud, Jean-Philippe
;
Sestovic, Dragan
-
Science & Finance
-
2000
. The method can be used to price a large class of exotic
options
, including those with path dependent and early exercise …
Persistent link: https://www.econbiz.de/10005129572
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Hedge your Monte Carlo
Bouchaud, Jean-Philippe
;
Sestovic, Dragan
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Science & Finance
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2001
Persistent link: https://www.econbiz.de/10005129580
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