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"A New Stochastic Derivative Estimator for Discontinuous Payoff Functions ..."
Yongqiang Wang, Michael C. Fu, Steven I. Marcus (2012)
- Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives. Oper. Res. 60(2): 447-460 (2012)
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