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1-2 of 2
Keywords: Monte Carlo Simulation
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Journal Articles
Monte Carlo Greeks Using the WKB Approximation
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (4): 389–426.
Published: 30 November 2011
... and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode WKB Approximation Monte Carlo Simulation Interest rate Derivatives Greeks ...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2002) 10 (1): 81–111.
Published: 31 May 2002
.../legalcode VaR Price limits Censored distribution Path-dependency Monte Carlo Simulation ...
