A simulation approach to financial options Greeks estimation under Lévy processes (Q3132280)
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scientific article; zbMATH DE number 6831711
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A simulation approach to financial options Greeks estimation under Lévy processes |
scientific article; zbMATH DE number 6831711 |
Statements
29 January 2018
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pathwise derivative method
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characteristic function
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Lévy process
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0.8314447402954102
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0.8122833967208862
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0.8038693070411682
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0.8027729988098145
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0.8012374043464661
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