✦ LIBER ✦
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods
✍ Scribed by Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
- Book ID
- 122268060
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 540 KB
- Volume
- 236
- Category
- Article
- ISSN
- 0096-3003
No coin nor oath required. For personal study only.