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~person:"Cook, Steven"
~person:"Joshi, Mark S."
~person:"Millossovich, Pietro"
~subject:"Option pricing theory"
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Option pricing theory
Sensitivity analysis
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Cook, Steven
Joshi, Mark S.
Millossovich, Pietro
Cherif, Sidi Mohamed Lalaoui Ben
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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An exact method for the
sensitivity
analysis
of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
Saved in:
2
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
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