Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks
| Year of publication: |
2011
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|---|---|
| Authors: | Chan, Jiun Hong ; Joshi, Mark |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 15.2011, 2, p. 77-111
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