Pages that link to "Item:Q4409036"
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The following pages link to Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036):
Displayed 19 items.
- An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- Sensitivity analysis of long-term cash flows (Q1788822) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS (Q2847241) (← links)
- Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model (Q3121472) (← links)
- Efficient price sensitivity estimation of financial derivatives by weak derivatives (Q3168630) (← links)
- Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649) (← links)
- ALGORITHMIC DIFFERENTIATION FOR DISCONTINUOUS PAYOFFS (Q4571698) (← links)
- Smart Monte Carlo: various tricks using Malliavin calculus (Q4646793) (← links)
- Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
- (Q4969241) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
- Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions) (Q5063446) (← links)
- Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations (Q5234330) (← links)