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Estimating Greeks for Variance-Gamma.

Lingyan CaoMichael C. Fu
Published in: WSC (2010)
Keyphrases
  • computer vision
  • trade off
  • rigid body
  • variance reduction
  • database
  • artificial neural networks
  • standard deviation
  • web services
  • optimal solution
  • video sequences
  • special case
  • correlation coefficient