Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2001
ISSN: 0378-4371
DOI: 10.1016/s0378-4371(00)00554-9