"Static hedging of multivariate derivatives by simulation."

Paolo Pellizzari (2005)

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DOI: 10.1016/J.EJOR.2004.02.014

access: closed

type: Journal Article

metadata version: 2020-02-21

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Paolo Pellizzari:
Static hedging of multivariate derivatives by simulation. Eur. J. Oper. Res. 166(2): 507-519 (2005)

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