Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474)
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scientific article
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| English | Functional Itô calculus, path-dependence and the computation of Greeks |
scientific article |
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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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0.8543005585670471
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0.7748303413391113
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0.7711832523345947
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0.7687385678291321
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