Efficient Computation of Hedging Parameters for Discretely Exercisable Options
| Year of publication: |
2008
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|---|---|
| Authors: | Kaniel, Ron ; Tompaidis, Stathis ; Zemlianov, Alexander |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 56.2008, 4, p. 811-826
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