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Unbiased and efficient Greeks of financial options
Lyuu, Yuh-Dauh; Teng, Huei-Wen - In: Finance and Stochastics 15 (2011) 1, pp. 141-181
Persistent link: https://www.econbiz.de/10008925430
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A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Yuh-dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, … - In: Quantitative finance 19 (2019) 7, pp. 1199-1219
Persistent link: https://www.econbiz.de/10012194755