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Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Thoma, P. (2016). Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation. Quantitative Finance 16 (2), 247-257. 10.1080/14697688.2015.1114364.

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