Monte Carlo Greeks for Financial Products via Approximative Transition Densities

✍ Scribed by Kampen, Jörg; Kolodko, Anastasia; Schoenmakers, John

• Book ID: 118190154
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2008
• Tongue: English
• Weight: 334 KB
• Volume: 31
• Category: Article
• ISSN: 1064-8275
• DOI: 10.1137/070682198