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Federico De Olivera

  1. Computing Greeks for Lévy Models: The Fourier Transform Approach
    2014/07/04 by Federico De Olivera, Ernesto Mordecki, De Olivera, Federico +1 · 1 citation
    Economics, Econometrics and Finance · #91G60 #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications