✦ LIBER ✦

Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options

✍ Scribed by Guillaume Bernis; Emmanuel Gobet; Arturo Kohatsu-Higa

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

General Hit-and-Run Monte Carlo sampling

✍ Ming-Hui Chen; Bruce W. Schmeiser 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 596 KB

A regression method for the Monte Carlo

✍ R. Cranley; T. N. L. Patterson 📂 Article 📅 1970 🏛 Springer-Verlag 🌐 English ⚖ 764 KB

MONTE CARLO METHODS FOR THE VALUATION OF

✍ N. Meinshausen; B. M. Hambly 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 188 KB

On the Computation of Multidimensional I

✍ Turchin, V. F. 📂 Article 📅 1971 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 603 KB

Evaluation and optimization of sampling

✍ Petri Räisänen; Howard W. Barker 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 509 KB

A Monte Carlo evaluation of four techniq

✍ Anne H. McClanahan; L.K. Waters 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 447 KB