Monte Carlo Greeks for Financial Products via Approximative Transition Densities (Q5189660)
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scientific article; zbMATH DE number 5680049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Greeks for Financial Products via Approximative Transition Densities |
scientific article; zbMATH DE number 5680049 |
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Monte Carlo Greeks for Financial Products via Approximative Transition Densities (English)
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10 March 2010
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financial derivatives
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sensitivities
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Monte Carlo methods
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WKB expansions
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