What you should know about simulation and derivatives (Q3612294)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What you should know about simulation and derivatives |
scientific article |
Statements
What you should know about simulation and derivatives (English)
0 references
3 March 2009
0 references
stochastic simulation
0 references
Monte Carlo simulation
0 references
derivatives
0 references
gradient estimation
0 references
perturbation analysis
0 references
likelihood ratio method
0 references
score function method
0 references
weak derivatives
0 references
financial greeks
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
