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~person:"Ma, Jin"
~person:"Jianfeng, Zhang"
~subject:"Monte Carlo simulation"
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Search: person:"CVITANIĆ, JAKŠA"
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Monte Carlo simulation
Hedging
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Monte-Carlo-Simulation
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Option pricing theory
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Optionspreistheorie
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Ma, Jin
Jianfeng, Zhang
Cvitanić, Jakša
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
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