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Dias, J.C., Larguinho, M. & Braumann, C.A. (2011). Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging under the CEV Model. 18th International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management.
J. C. Dias et al., "Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging under the CEV Model", in 18th Int. Conf. on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management, Marseille, France, 2011
@misc{dias2011_1765574743541,
author = "Dias, J.C. and Larguinho, M. and Braumann, C.A.",
title = "Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging under the CEV Model",
year = "2011",
howpublished = "Digital",
url = ""
}
TY - CPAPER TI - Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging under the CEV Model T2 - 18th International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management AU - Dias, J.C. AU - Larguinho, M. AU - Braumann, C.A. PY - 2011 CY - Marseille, France ER -
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