Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods |
scientific article; zbMATH DE number 6571849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods |
scientific article; zbMATH DE number 6571849 |
Statements
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (English)
0 references
21 April 2016
0 references
multiasset options
0 references
option sensitivities or greeks
0 references
Malliavin calculus
0 references
Monte Carlo and quasi-Monte Carlo methods
0 references
