Unbiased and efficient Greeks of financial options (Q483704)
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scientific article; zbMATH DE number 6381306
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Unbiased and efficient Greeks of financial options |
scientific article; zbMATH DE number 6381306 |
Statements
Unbiased and efficient Greeks of financial options (English)
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17 December 2014
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option pricing
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rainbow options
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path-dependent options
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Monte Carlo simulation
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Greeks
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importance sampling
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0.8518611788749695
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0.8420278429985046
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0.8407734632492065
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0.8310169577598572
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