QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS (Q5696881)
From MaRDI portal
scientific article; zbMATH DE number 2216257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS |
scientific article; zbMATH DE number 2216257 |
Statements
QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS (English)
0 references
19 October 2005
0 references
options
0 references
options in commodity and energy markets
0 references
sensitivity measures
0 references
hedging
0 references
Malliavin derivative
0 references
quasi Monte Carlo simulation
0 references
adaptive methods
0 references
