Year | 2019 |
---|---|
Authors | Huei-Wen Teng*,Yuh-Dauh Lyuu, Yao-Te Tseng, Sheng-Xiang Wang |
Paper Title | A systematic and efficient simulation scheme of the Greeks for financial derivatives |
Journal Title | Quantitative Finance |
Language | English |
Login Department of Information Management and Finance, NYCU
Year | 2019 |
---|---|
Authors | Huei-Wen Teng*,Yuh-Dauh Lyuu, Yao-Te Tseng, Sheng-Xiang Wang |
Paper Title | A systematic and efficient simulation scheme of the Greeks for financial derivatives |
Journal Title | Quantitative Finance |
Language | English |