| Year | 2019 |
|---|---|
| Authors | Huei-Wen Teng,Yuh-Dauh Lyuu, Huei-Wen Teng*, 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