Simulated Greeks for American options (Q6158428)
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scientific article; zbMATH DE number 7698402
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simulated Greeks for American options |
scientific article; zbMATH DE number 7698402 |
Statements
Simulated Greeks for American options (English)
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20 June 2023
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hedging
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least squares Monte Carlo method
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price sensitivities
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0.8921646
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0.8835665
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0.87886786
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0.87796867
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0.8774192
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0.87548536
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0.8659102
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