Estimating option Greeks under the stochastic volatility using simulation (Q2149316): Difference between revisions

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Latest revision as of 01:30, 27 August 2024

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Estimating option Greeks under the stochastic volatility using simulation
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    Estimating option Greeks under the stochastic volatility using simulation (English)
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    28 June 2022
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    option pricing Black-Scholes model
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    Monte Carlo simulation
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    greeks
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    path-wise method
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    likelihood ratio
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