The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance (Q6477016): Difference between revisions

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scientific article; zbMATH DE number 900059014
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The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance
scientific article; zbMATH DE number 900059014

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    13 April 2006
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    math.PR
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    q-fin.PR
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