Pages that link to "Item:Q3013921"
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The following pages link to Kernel Estimation of the Greeks for Options with Discontinuous Payoffs (Q3013921):
Displaying 19 items.
- An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
- Denoising Monte Carlo sensitivity estimates (Q439916) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- A measure-valued differentiation approach to sensitivities of quantiles (Q2800376) (← links)
- Fast Monte Carlo Greeks for financial products with discontinuous pay-offs (Q2847241) (← 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)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649) (← links)
- Online Risk Monitoring Using Offline Simulation (Q3386770) (← links)
- ALGORITHMIC DIFFERENTIATION FOR DISCONTINUOUS PAYOFFS (Q4571698) (← links)
- Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- A New Likelihood Ratio Method for Training Artificial Neural Networks (Q5084674) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- On gamma estimation via matrix kriging (Q5229974) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
