Pages that link to "Item:Q2464862"

The following pages link to Malliavin Greeks without Malliavin calculus (Q2464862):

Displaying 30 items.

• Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
• Computing deltas without derivatives (Q522065) (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
• Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
• Optimal approximation of Skorohod integrals (Q1745263) (← links)
• Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
• Sensitivity analysis of long-term cash flows (Q1788822) (← links)
• On the data-driven COS method (Q2422825) (← links)
• Malliavin calculus for Markov chains using perturbations of time (Q2833703) (← links)
• Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)
• An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
• American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
• Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo (Q2940072) (← links)
• ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
• Asymptotic Properties of Monte Carlo Estimators of Derivatives (Q3115936) (← links)
• Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model (Q3121472) (← links)
• Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649) (← links)
• (Q3386773) (← links)
• Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334) (← links)
• What you should know about simulation and derivatives (Q3612294) (← links)
• Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036) (← links)
• Computing Greeks for Lévy Models: The Fourier Transform Approach (Q4606769) (← links)
• (Q4969241) (← links)
• A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
• Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (Q5158921) (← links)
• Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
• A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
• Weak approximation of martingale representations (Q5962610) (← links)
• Optimal pointwise approximation of anticipating SDEs (Q6120365) (← links)