Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789)
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scientific article; zbMATH DE number 6223500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multidimensional quasi-Monte Carlo Malliavin Greeks |
scientific article; zbMATH DE number 6223500 |
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Multidimensional quasi-Monte Carlo Malliavin Greeks (English)
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7 November 2013
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Greeks
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risk-management
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quasi-Monte Carlo methods
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Malliavin calculus
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0.90246785
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0.88795686
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0.88638836
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0.88446236
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0.88368726
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0.88266575
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0.87811655
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0.8779175
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