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Efficient approximations for utility-based pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Carassus, Laurence, Ferhoune, Massinissa
Format:	Preprint
Published:	2021
Subjects:	Computational Finance Pricing of Securities 91G20, 91G60, 60E10, 90-04
Online Access:	Acceder al recurso
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