Pages that link to "Item:Q2149316"
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The following pages link to Estimating option Greeks under the stochastic volatility using simulation (Q2149316):
Displaying 6 items.
- Simulating from the Heston model: a gamma approximation scheme (Q500382) (← links)
- Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Simulated Greeks for American options (Q6158428) (← links)
- Likelihood-free inference in state-space models with unknown dynamics (Q6190645) (← links)