"Exact Simulation of Option Greeks under Stochastic Volatility and Jump ..."

Mark Broadie, Özgür Kaya (2004)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Mark Broadie, Özgür Kaya:
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models. WSC 2004: 1607-1615

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