Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844): Difference between revisions

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Latest revision as of 22:48, 13 September 2024

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Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions
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    Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (English)
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    20 June 2018
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    option pricing
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    Greeks
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    quasi-Monte Carlo
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    smoothing
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    dimension reduction
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