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Optimal Malliavin Weighting Function for the Computation of the Greeks - MaRDI portal

Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036)

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scientific article; zbMATH DE number 1941972
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Optimal Malliavin Weighting Function for the Computation of the Greeks
scientific article; zbMATH DE number 1941972

    Statements

    title
    Optimal Malliavin Weighting Function for the Computation of the Greeks (English)
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    author
    Eric Benhamou
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    publication date
    2003
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    Identifiers

    zbMATH DE Number
    1941972
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    OpenAlex ID
    W3122627125
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