Minimal Partial Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks
Year of publication: |
2011
|
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Authors: | Chan, Jiun Hong |
Other Persons: | Joshi, Mark S. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Simulation | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Griechenland | Greece | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1406368 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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