FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS (Q2847241): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2011.00509.x
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+W3124096416
@@ Property / OpenAlex ID: W3124096416 / rank @@
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@@ Property / cites work @@
+Optimal Malliavin Weighting Function for the Computation of the Greeks
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+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
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+Estimating Security Price Derivatives Using Simulation
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+Mathematical Finance
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+Evaluating Derivatives
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+Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
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+Q4821330
@@ Property / cites work: Q4821330 / rank @@
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+A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
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@@ links / mardi / name / links / mardi / name @@
+Publication:2847241