Efficient pricing and calibration of high-dimensional basket options (Q6625110)
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scientific article; zbMATH DE number 7932640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient pricing and calibration of high-dimensional basket options |
scientific article; zbMATH DE number 7932640 |
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Efficient pricing and calibration of high-dimensional basket options (English)
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28 October 2024
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