Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling for Option Greeks with Discontinuous Payoffs |
scientific article |
Statements
Importance Sampling for Option Greeks with Discontinuous Payoffs (English)
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12 August 2016
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simulation
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importance sampling
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risk management
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Greek letters
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