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Fusai, G. and Roncoroni, A. (2008) Implementing Models in Quantitative Finance: Methods and Cases. In: Avellaneda, M., Barone-Adesi, G., Broadie, M., Davis, M., Derman, E., Klüppelberg, C. and Schachermayer, W., Eds., Springer Finance, Springer-Verlag, Berlin, Heidelberg.

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