Optimal limit methods for computing sensitivities of discontinuous integrals including triggerable derivative securities

Author： Chan Jiun Hong   Joshi Mark  

Publisher： Springer Publishing Company

E-ISSN： 1545-8830|47|9|978-997

ISSN： 0740-817X

Source： IIE Transactions, Vol.47, Iss.9, 2015-09, pp. : 978-997

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