Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Itô calculus, path-dependence and the computation of Greeks |
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Functional Itô calculus, path-dependence and the computation of Greeks (English)
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9 November 2017
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functional Itô calculus
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path-dependence
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Greeks
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Monte Carlo methods
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