A fast Monte Carlo scheme for additive processes and option pricing
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Publication:6134302
DOI10.1007/s10287-023-00463-1arXiv2112.08291OpenAlexW4381988108MaRDI QIDQ6134302
Michele Azzone, Roberto Baviera
Publication date: 22 August 2023
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.08291
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