Partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Year of publication: |
2008
|
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Authors: | Fries, Christian P. ; Joshi, Mark S. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 11.2007/08, 3, p. 79-106
|
Subject: | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Griechenland | Greece | Theorie | Theory | Robustes Verfahren | Robust statistics |
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