Numerical analysis of Monte Carlo evaluation of Greeks by finite differences
Grigori N. Milstein; Michael V. Tretyakov
| Year of publication: |
2005
|
|---|---|
| Authors: | Milʹstejn, Grigorij N. ; Tretʹjakov, Michail V. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004/2005, 3, p. 1-33
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| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Griechenland | Greece | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002996502