What you should know about simulation and derivatives (Q3612294)
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scientific article; zbMATH DE number 5522853
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | What you should know about simulation and derivatives |
scientific article; zbMATH DE number 5522853 |
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What you should know about simulation and derivatives (English)
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3 March 2009
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stochastic simulation
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Monte Carlo simulation
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derivatives
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gradient estimation
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perturbation analysis
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likelihood ratio method
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score function method
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weak derivatives
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financial greeks
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Malliavin calculus
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0.7551180720329285
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0.7424569129943848
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0.7334080338478088
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0.732813835144043
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