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Applications of Malliavin calculus to the pricing and...

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Applications of Malliavin calculus to the pricing and hedging of Bermudan options

James Newbury
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Year:
2011
Edition:
1
Publisher:
Oxford University
Language:
english
Pages:
46
Series:
Mathematical Finance Group
File:
PDF, 552 KB
IPFS:
CID , CID Blake2b
english, 2011
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