Failure of Fourier pricing techniques to approximate the Greeks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Behrens, Tobias, Junike, Gero, Schoutens, Wim
Format:	Preprint
Published:	2023
Subjects:	Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2306.08421