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    Kernel Estimation of the Greeks for Options with Discontinuous Payoffs

    13 years 6 months ago
    Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
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    Guangwu Liu, L. Jeff Hong
    claim paper
    Added 14 May 2011
    Updated 14 May 2011
    Type Journal
    Year 2011
    Where IOR
    Authors Guangwu Liu, L. Jeff Hong
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