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Chapter title |
Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation
|
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Chapter number | 6 |
Book title |
Mathematical Finance — Bachelier Congress 2000
|
Published by |
Springer, Berlin, Heidelberg, January 2002
|
DOI | 10.1007/978-3-662-12429-1_6 |
Book ISBNs |
978-3-64-208729-5, 978-3-66-212429-1
|
Authors |
Marco Avellaneda, Roberta Gamba, Avellaneda, Marco, Gamba, Roberta |