Vibrato Monte Carlo sensitivities (Q3405448)
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scientific article; zbMATH DE number 5671506
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Vibrato Monte Carlo sensitivities |
scientific article; zbMATH DE number 5671506 |
Statements
Vibrato Monte Carlo Sensitivities (English)
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15 February 2010
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vibrato Monte Carlo
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likelihood ratio method (LRM)
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Greeks
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sensitivities
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0.8516955375671387
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0.843624472618103
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0.8336028456687927
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