Pages that link to "Item:Q2748552"
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The following pages link to OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH (Q2748552):
Displayed 7 items.
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Efficient price sensitivity estimation of financial derivatives by weak derivatives (Q3168630) (← links)
- Derivatives of Markov Kernels and Their Jordan Decomposition (Q3527976) (← links)
- What you should know about simulation and derivatives (Q3612294) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- Gradient estimation for smooth stopping criteria (Q6043458) (← links)