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
Keywords :
covariation , Malliavin weight , likelihood ratio , Second-order bias , weak convergence , Derivative estimation , SIMULATION
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
