COMPUTATION METHODS Smoking adjoints: fast Monte Carlo Greeks
| Year of publication: |
2006
|
|---|---|
| Authors: | Giles, Michael ; Glasserman, Paul |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 19.2006, 1, p. 92-96
|