Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Jiun Hong Chan; Mark Joshi
| Year of publication: |
2011
|
|---|---|
| Authors: | Chan, Jiun Hong ; Joshi, Mark S. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 15.2011/12, 2, p. 77-109
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Theorie | Theory | Griechenland | Greece |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009424801