Simulation.
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Publication:2881389
zbMATH Open1255.65001MaRDI QIDQ2881389FDOQ2881389
Authors: Sheldon M. Ross
Publication date: 2 May 2012
Recommendations
Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Analysis of variance and covariance (ANOVA) (62J10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)
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- A systematic and efficient simulation scheme for the Greeks of financial derivatives
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- The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
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