Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/14697688.2019.1600714 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2942524225 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 22:14, 19 March 2024
scientific article; zbMATH DE number 7165658
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi-Monte Carlo-based conditional pathwise method for option Greeks |
scientific article; zbMATH DE number 7165658 |
Statements
Quasi-Monte Carlo-based conditional pathwise method for option Greeks (English)
0 references
10 February 2020
0 references
Greeks
0 references
quasi-Monte Carlo
0 references
pathwise method
0 references
smoothing
0 references
dimension reduction
0 references