"A New Computing Method for Greeks Using Stochastic Sensitivity Analysis."

Masato Koda (2007)

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DOI: 10.1007/978-3-540-72586-2_64

access: open

type: Conference or Workshop Paper

metadata version: 2018-06-26

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Masato Koda:
A New Computing Method for Greeks Using Stochastic Sensitivity Analysis. International Conference on Computational Science (2) 2007: 447-454

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