Pricing and Hedging with Discontinuous Functions:...

Management Science 2013 / 02 Vol. 59; Iss. 2

Pricing and Hedging with Discontinuous Functions: Quasi–Monte Carlo Methods and Dimension Reduction

Wang, Xiaoqun, Tan, Ken Seng
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Volume:
59
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1120.1568
Date:
February, 2013
File:
PDF, 304 KB
english, 2013
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