Discrete Malliavin calculus and computations of greeks in the binomial tree
| Year of publication: |
2013
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|---|---|
| Authors: | Muroi, Yoshifumi ; Suda, Shintaro |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 231.2013, 2 (1.12.), p. 349-361
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