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"Handling Discontinuities in Financial Engineering: Good Path Simulation ..."

Xiaoqun Wang (2016)

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DOI: 10.1287/OPRE.2015.1470

access: closed

type: Journal Article

metadata version: 2020-03-31

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Xiaoqun Wang:
Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing. Oper. Res. 64(2): 297-314 (2016)

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