Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (Q3121475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals |
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Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (English)
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18 March 2019
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barrier options
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greeks
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3D Bessel bridge
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Brownian meander
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