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Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

, , and . Physica A: Statistical Mechanics and its Applications, 289 (3-4): 517--525 (Jan 15, 2001)

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Hedged Monte-Carlo: low variance derivative pricing with objective probabilities, , and . Physica A: Statistical Mechanics and its Applications, 289 (3-4): 517--525 (Jan 15, 2001)