Title of article
Monte Carlo methods for derivatives of options with discontinuous payoffs
Author/Authors
Jérôme Detemple، نويسنده , , Marcel Rindisbacher، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
25
From page
3393
To page
3417
Keywords
covariation , Malliavin weight , likelihood ratio , Second-order bias , weak convergence , Derivative estimation , SIMULATION
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145313
Link To Document