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"Computation of first-order Greeks for barrier options using chain rules ..."

Kensuke Ishitani (2017)

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DOI: 10.14495/JSIAML.9.13

access: open

type: Journal Article

metadata version: 2021-02-17

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Kensuke Ishitani:
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals. JSIAM Lett. 9: 13-16 (2017)

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