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| Chapter title |
Computation of Greeks and Integration by Parts Formulae
|
|---|---|
| Chapter number | 2 |
| Book title |
Stochastic Calculus of Variations in Mathematical Finance
|
| Published by |
Springer, Berlin, Heidelberg, January 2006
|
| DOI | 10.1007/3-540-30799-0_2 |
| Book ISBNs |
978-3-54-043431-3, 978-3-54-030799-0
|