Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438)
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scientific article; zbMATH DE number 7165658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo-based conditional pathwise method for option Greeks |
scientific article; zbMATH DE number 7165658 |
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Quasi-Monte Carlo-based conditional pathwise method for option Greeks (English)
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10 February 2020
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Greeks
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quasi-Monte Carlo
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pathwise method
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smoothing
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dimension reduction
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