Pages that link to "Item:Q377789"
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The following pages link to Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789):
Displaying 4 items.
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Malliavin Monte Carlo Greeks for jump diffusions (Q2576959) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)