Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion
| Year of publication: |
2010
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|---|---|
| Authors: | Kawai, Reiichiro ; Kohatsu-Higa, Arturo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 17.2010, 4, p. 301-322
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