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Malliavin calculus
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Computational Management Science : CMS
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Computation of the delta of European options under stochastic volatility models
Yolcu-Okur, Yeliz
;
Sayer, Tilman
;
Yilmaz, Bilgi
; …
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10011876576
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