• Media type: E-Article
  • Title: Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks
  • Contributor: Yu, Chao; Wang, Xiaoqun
  • Published: Springer Science and Business Media LLC, 2023
  • Published in: Computational Economics, 62 (2023) 1, Seite 325-360
  • Language: English
  • DOI: 10.1007/s10614-022-10257-3
  • ISSN: 1572-9974; 0927-7099
  • Keywords: Computer Science Applications ; Economics, Econometrics and Finance (miscellaneous)
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