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The results are applied in the context of a Libor market model.<\/jats:p>","DOI":"10.1137\/070682198","type":"journal-article","created":{"date-parts":[[2008,10,16]],"date-time":"2008-10-16T18:03:15Z","timestamp":1224180195000},"page":"1-22","source":"Crossref","is-referenced-by-count":4,"title":["Monte Carlo Greeks for Financial Products via Approximative Transition Densities"],"prefix":"10.1137","volume":"31","author":[{"given":"J\u00f6rg","family":"Kampen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Anastasia","family":"Kolodko","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"John","family":"Schoenmakers","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2008,10,16]]},"reference":[{"key":"R1","doi-asserted-by":"publisher","DOI":"10.1214\/009053607000000622"},{"key":"R2","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.1999.041"},{"key":"R3","doi-asserted-by":"publisher","DOI":"10.1515\/mcma.1996.2.2.93"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.42.2.269"},{"key":"R5","doi-asserted-by":"publisher","DOI":"10.1239\/aap\/1158684999"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2007.03.012"},{"key":"R7","unstructured":"R. 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