The Mathematical Institute, University of Oxford, Eprints Archive

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Giles, M

Giles, M. B. and Glasserman, P. (2005) Smoking Adjoints: fast evaluation of Greeks in Monte Carlo calculations. Technical Report. Unspecified. (Submitted)

Glasserman, P

Giles, M. B. and Glasserman, P. (2005) Smoking Adjoints: fast evaluation of Greeks in Monte Carlo calculations. Technical Report. Unspecified. (Submitted)

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