The following pages link to Vibrato Monte Carlo Sensitivities (Q3405448):
Displaying 8 items.
- An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- On the data-driven COS method (Q2422825) (← links)
- STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959) (← links)
- Mini-symposium on automatic differentiation and its applications in the financial industry (Q4606420) (← links)
- Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
- Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (Q6557366) (← links)
- 15 years of Adjoint Algorithmic Differentiation (AAD) in finance (Q6657706) (← links)