Quasi-Monte Carlo simulation for American option sensitivities (Q2146323): Difference between revisions
From MaRDI portal
Latest revision as of 08:02, 29 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi-Monte Carlo simulation for American option sensitivities |
scientific article |
Statements
Quasi-Monte Carlo simulation for American option sensitivities (English)
0 references
16 June 2022
0 references
American option greeks
0 references
quasi-Monte Carlo
0 references
dimension reduction
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references