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~isPartOf:"International Journal of Financial Markets and Derivatives"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Quantitative finance"
~person:"Hirano, Asuto"
~type_genre:"Article in journal"
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International Journal of Financial Markets and Derivatives
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Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes
Fukasawa, Masaaki
;
Hirano, Asuto
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012588025
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