Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks : Finite Differences vs. AAD
Year of publication: |
2021
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Authors: | Scoleri, Stefano ; Bianchetti, Marco ; Kucherenko, Sergei |
Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2021.2021, 116 (22.11.), p. 66-83
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Publisher: |
Wilmott Magazine Ltd |
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