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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. Mathematical Finance Days Conference.
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 Mathematical Finance Days Conf., Montreal, Canada, 2011
@misc{dias2011_1765621100815,
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 = ""
}
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