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Malliavin derivative and sensitivity for optimal liquidation

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Popier, Alexandre, Denis, Laurent, Cacitti-Holland, Dorian
Format:	Preprint
Publié:	2025
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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