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scientific article
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scientific article

    Statements

    publication date
    20 October 2015
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    zbMATH Keywords
    Greeks
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    sensitivity analysis
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    jump-diffusion models
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    compound Poisson process
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    Malliavin calculus
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    Monte Carlo methods
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G70
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    60H07
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    60J75
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    zbMATH DE Number
    6496529
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