In financial industry, obtaining stable estimates for sensitivities of derivatives to the price changes of the underlying asset is very important from a practical point of view. However, this aim is often hindered by the absence of closed form expressions for Greeks or the requirement of an...

Monte Carlo methods are in widespread use both in academia and industry. We are, in particular, interested in improving sensitivity estimates obtained from Monte Carlo experiments with respect to given parameter values, motivated by, but not restricted to, financial applications. Denoising and...