Kernel estimation of Greek weights by parameter randomization (Q2467608): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Q5560061
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+Estimating Security Price Derivatives Using Simulation
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+Asymptotic Properties of Monte Carlo Estimators of Derivatives
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+On the Convergence Rates of IPA and FDC Derivative Estimators
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+Double Kernel Estimation of Sensitivities
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
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+Computation of Greeks for barrier and look-back options using Malliavin calculus
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+Q4794127
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+Q3374063
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+Q4863755
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