Application of Quasi Monte Carlo and Global Sensitivity...

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SSRN Electronic Journal 2017

Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks

Scoleri, Stefano, Bianchetti, Marco, Kucherenko, Sergei
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2911698
File:
PDF, 978 KB
english, 2017
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