Simulated Greeks for American options
Year of publication: |
2023
|
---|---|
Authors: | Letourneau, Pascal ; Stentoft, Lars |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 4, p. 653-676
|
Subject: | Hedging | Least Squares Monte Carlo method | Price sensitivities | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Simulation | Kleinste-Quadrate-Methode | Least squares method | Griechenland | Greece | Optionsgeschäft | Option trading |
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