Likelihood ratio method and algorithmic differentiation: fast second order Greeks (Q4586447)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Likelihood ratio method and algorithmic differentiation: fast second order Greeks |
scientific article; zbMATH DE number 6935945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood ratio method and algorithmic differentiation: fast second order Greeks |
scientific article; zbMATH DE number 6935945 |
Statements
Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks (English)
0 references
13 September 2018
0 references
adjoint algorithmic differentiation
0 references
Monte Carlo
0 references
derivatives securities
0 references
risk management
0 references
0.7943155169487
0 references
0.7931106090545654
0 references
0.7859298586845398
0 references
0.7855716943740845
0 references
