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~isPartOf:"Finance"
~isPartOf:"International Journal of Financial Studies"
~isPartOf:"Journal of risk"
~isPartOf:"Mathematics of operations research"
~subject:"Kusuoka-Stroock functions"
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On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
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