Efficient price sensitivity estimation of financial derivatives by weak derivatives (Q3168630): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient price sensitivity estimation of financial derivatives by weak derivatives |
scientific article |
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Efficient price sensitivity estimation of financial derivatives by weak derivatives (English)
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19 April 2011
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sensitivity calculation
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Greeks
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path-dependent derivatives
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Monte Carlo simulation
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weak derivative method
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