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~institution:"Weierstraß-Institut für Angewandte Analysis und Stochastik"
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Weierstraß-Institut für Angewandte Analysis und Stochastik
Frankfurt School of Finance and Management
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Efficient computation of option price sensitivities using homogeneity and other tricks
Reiß, Oliver
(
contributor
);
Wystup, Uwe
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544528
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