Estimating option Greeks under the stochastic volatility using simulation (Q2149316): Difference between revisions
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Revision as of 22:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating option Greeks under the stochastic volatility using simulation |
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Estimating option Greeks under the stochastic volatility using simulation (English)
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28 June 2022
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option pricing Black-Scholes model
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Monte Carlo simulation
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greeks
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path-wise method
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likelihood ratio
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