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Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic di¤erential equations.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.ORCID iD: 0000-0003-2716-3195
2010 (English)In: Journal of Computational and Applied Mathematics, ISSN 0377-0427, E-ISSN 1879-1778, Vol. 235, 563-592 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2010. Vol. 235, 563-592 p.
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Mathematical Analysis
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URN: urn:nbn:se:kth:diva-203799OAI: oai:DiVA.org:kth-203799DiVA: diva2:1082593
Available from: 2017-03-17 Created: 2017-03-17 Last updated: 2017-03-17

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