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Cvitanić, Jakša and Ma, Jin and Zhang, Jianfeng (2003) Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs. Mathematical Finance, 13 (1). pp. 135-151. ISSN 0960-1627. http://resolver.caltech.edu/CaltechAUTHORS:20111007-134050070

This list was generated on Thu Jun 29 03:35:43 2017 PDT.