Pages that link to "Item:Q2917637"

The following pages link to A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives (Q2917637):

Displaying 11 items.

• Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
• Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
• Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids (Q2363577) (← links)
• Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649) (← links)
• Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
• Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
• A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
• Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
• A New Likelihood Ratio Method for Training Artificial Neural Networks (Q5084674) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)