Quasi-Monte Carlo simulation for American option sensitivities (Q2146323): Difference between revisions
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Revision as of 06:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo simulation for American option sensitivities |
scientific article |
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Quasi-Monte Carlo simulation for American option sensitivities (English)
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16 June 2022
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American option greeks
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quasi-Monte Carlo
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dimension reduction
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