"Computing deltas without derivatives."

D. Baños et al. (2017)

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DOI: 10.1007/S00780-016-0321-3

access: closed

type: Journal Article

metadata version: 2022-04-15

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D. Baños, Thilo Meyer-Brandis, Frank Proske, S. Duedahl:
Computing deltas without derivatives. Finance Stochastics 21(2): 509-549 (2017)

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