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Kernel Estimation of the Greeks for Options with Discontinuous Payoffs

Kernel Estimation of the Greeks for Options with Discontinuous Payoffs,10.1287/opre.1100.0844,Operations Research,Guangwu Liu,L. Jeff Hong

Kernel Estimation of the Greeks for Options with Discontinuous Payoffs   (Citations: 2)
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Journal: Operations Research , vol. 59, no. 1, pp. 96-108, 2011
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