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The journal of computational finance
Stochastic Processes and their Applications
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Dual quantization for random walks with application to credit derivatives
Pagès, Gilles
;
Wilbertz, Benedikt
- In:
The journal of computational finance
16
(
2012
)
2
,
pp. 33-60
Persistent link: https://www.econbiz.de/10010062331
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Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options
Pagès, Gilles
;
Pironneau, Olivier
;
Sall, Guillaume
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011976655
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Quantization-based Bermudan option pricing in the foreign exchange world
Fayolle, Jean-Michel
;
Lemaire, Vincent
;
Montes, Thibaut
; …
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 87-128
Persistent link: https://www.econbiz.de/10012938894
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