Pricing European options by numerical replication: quadratic programming with constraints (Q853858)
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scientific article; zbMATH DE number 5073755
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| English | Pricing European options by numerical replication: quadratic programming with constraints |
scientific article; zbMATH DE number 5073755 |
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Pricing European options by numerical replication: quadratic programming with constraints (English)
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17 November 2006
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0.7788875699043274
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0.757106363773346
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0.748921275138855
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0.7377468347549438
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