Pages that link to "Item:Q4409036"
From MaRDI portal
The following pages link to Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036):
Displayed 4 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS (Q2847241) (← links)
- Efficient price sensitivity estimation of financial derivatives by weak derivatives (Q3168630) (← links)