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Publications
1
Citations
18
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Active since
2013
Daphne Harrach is an author specializing in monte carlo simulation, numerical differentiation, and quantitative finance.
Publications per year
2013–2013
A Monte Carlo pricing algorithm for autocallables that allows for stable differentiation
Thomas Alm, Bastian Harrach, Daphne Harrach et al. · The Journal of Computational Finance · 2013 · 18 citations
Business, Finance, Mathematics +17
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