Pages that link to "Item:Q6158428"
From MaRDI portal
The following pages link to Simulated Greeks for American options (Q6158428):
Displaying 5 items.
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
- Kernel Estimation of the Greeks for Options with Discontinuous Payoffs (Q3013921) (← links)
- A simulation approach to financial options Greeks estimation under Lévy processes (Q3132280) (← links)
- Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649) (← links)