The following pages link to (Q3374063):
Displayed 7 items.
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- Kernel estimation of Greek weights by parameter randomization (Q2467608) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334) (← links)