QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS (Q5696881): Difference between revisions
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Revision as of 12:06, 11 February 2024
scientific article; zbMATH DE number 2216257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS |
scientific article; zbMATH DE number 2216257 |
Statements
QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS (English)
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19 October 2005
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options
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options in commodity and energy markets
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sensitivity measures
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hedging
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Malliavin derivative
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quasi Monte Carlo simulation
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adaptive methods
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