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Article Details

Journal Title
International Journal of Stochastic Analysis
Volume
2015
Article Title
A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility
List of Authors
  • Daniel Bonetti
  • Dorival Leão
  • Vinícius Siqueira
Article ID
863165
Article Type
Research Article
No. of Pages
21 Pages
Corresponding Author
Alberto Ohashi
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Invoice Issue Date
29 April 2024
Type of Reprints
Colored, Covered
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