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"Short Communication: A Gaussian Kusuoka Approximation without Solving ..."

Toshihiro Yamada (2022)

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DOI: 10.1137/21M1433915

access: closed

type: Journal Article

metadata version: 2022-07-01

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Toshihiro Yamada:
Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs. SIAM J. Financial Math. 13(1): 1- (2022)

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