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Tobias Behrens

  1. Failure of Fourier pricing techniques to approximate the Greeks
    2023/06/14 by Tobias Behrens, Behrens, Tobias, Gero Junike +2 · 1 citation
    Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #Stochastic processes and financial applications