Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods |
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Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (English)
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21 April 2016
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multiasset options
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option sensitivities or greeks
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Malliavin calculus
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Monte Carlo and quasi-Monte Carlo methods
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