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2011

Kernel Estimation of the Greeks for Options with Discontinuous Payoffs

13 years 1 months ago
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
Guangwu Liu, L. Jeff Hong
Added 14 May 2011
Updated 14 May 2011
Type Journal
Year 2011
Where IOR
Authors Guangwu Liu, L. Jeff Hong
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