Minimal partial proxy simulation schemes for generic and robust Monte-Carlo Greeks

Jiun Hong Chan and Mark Joshi

Year of publication:	2009
Authors:	Chan, Jiun Hong ; Joshi, Mark S.
Publisher:	Melbourne : Centre for Actuarial Studies, Dep. of Economics, the Univ. of Melbourne
Subject:	Simulation \| Theorie \| Theory \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Griechenland \| Greece \| Robustes Verfahren \| Robust statistics

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003924351

A service of the