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HARVARD Citation
Joshi, M. et al. (2016). Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs. Applied mathematical finance. 23 (1), pp. 22-56. [Online].
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Joshi, M. et al. (2016). Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs. Applied mathematical finance. 23 (1), pp. 22-56. [Online].