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Partial proxy simulation schemes for generic and robust Monte-Carlo greeks
Fries, Christian P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003632936
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Conditional analytic Monte-Carlo pricing schemes of auto-callable products
Fries, Christian P. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797798
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Partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Fries, Christian P.; Joshi, Mark S. - In: The journal of computational finance 11 (2007/08) 3, pp. 79-106
Persistent link: https://www.econbiz.de/10003700003
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Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.; Joshi, Mark S. - In: International journal of theoretical and applied finance 14 (2011) 2, pp. 197-219
Persistent link: https://www.econbiz.de/10008992179