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swMATH7399MaRDI QIDQ19431FDOQ19431

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Cited In (4)

• Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution
• Model order reduction for the simulation of parametric interest rate models in financial risk analysis
• Introduction to Quantitative Methods for Financial Markets
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options

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