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Conference paper

Speed and Accuracy Comparison of Noncentral Chi- Square Distribution Methods for Option Pricing and Hedging under the CEV Model.

Larguinho, Manuela , Dias, José Carlos , Braumann, C. A.
18th International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management, 2011
Published: 2011

Resume

This work is cataloged in the Scientific Portal. Officially published in 18th International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management (2011). Referenced as: "Larguinho, Manuela; Dias, José Carlos; Braumann, C. A.".

Bibliographic & Editorial Details

Venue / Journal / Book 18th International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management
Publication Venue / Conference Marselha, France

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Coautores da Obra

Autores discriminados na citação da publicação:

Larguinho, Manuela; Dias, José Carlos; Braumann, C. A.

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