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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
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Type of publication: Article
Source:
OLC-SSG Economic Sciences
Persistent link: https://www.econbiz.de/10007020166
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