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Publication:2782351
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zbMath0996.91042MaRDI QIDQ2782351

Roberta Gamba, Marco Avellaneda

Publication date: 6 November 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulationBlack-Scholes modelcontingent claimsmulti-asset modelsprice-sensitivities


Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)


Related Items (3)

In memoriam: Marco Avellaneda (1955–2022) ⋮ A comparison of single factor Markov-functional and multi factor market models ⋮ Optimal Malliavin Weighting Function for the Computation of the Greeks






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