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Items where Author is "Corsaro, S."

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Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. & Marino, Z. (2019). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 272(3), pp. 1082-1095. doi: 10.1016/j.ejor.2018.07.017

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