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Multidimensional quasi-Monte Carlo Malliavin Greeks

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Nicola Cufaro Petroni & Piergiacomo Sabino, "Multidimensional quasi-Monte Carlo Malliavin Greeks," Decisions in Economics and Finance, Springer ...

Implementing Quasi-Monte Carlo Simulations with Linear...

papers.ssrn.com

Piergiacomo Sabino. E.ON Global Commodities. Date Written: February 2, Piergiacomo Sabino (Contact Author) ...

The complete program is now available at:

www.iro.umontreal.ca

Piergiacomo Sabino (Università degli Studi di Bari, Italy) ``Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations'' 3.

EBSCOhost | | Multidimensional quasi-Monte Carlo Malliavin...

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Nicola Cufaro Petroni · Piergiacomo Sabino. Received: 7 November Accepted: 21 November Published online: 6 December

Implementing Quasi-Monte Carlo Simulations with Linear ...Internet Archive

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by: Piergiacomo Sabino. Publication date: Collection: arxiv; additional_collections; journals. Pricing exotic multi-asset path-dependent options ...

Alle Infos zum Namen "Piergiacomo Sabino"

by Gianluca Fusai - Quasi Monte Carlo

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Coauthors: Piergiacomo Sabino. Quasi-Monte Carlo simulation is based on the fact that "wisely" selected deterministic sequences of numbers performs better in ...

Implementing Quasi-Monte Carlo Simulations with Linear ...

www.arxiv-vanity.com

Implementing Quasi-Monte Carlo Simulations with Linear Transformations. Piergiacomo Sabino Dipartimento di Matematica Università degli Studi di Bari › pa...

Multidimensional quasi-Monte Carlo Malliavin Greeks ...www.springerprofessional.de › multidimensional-...

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Journal: Decisions in Economics and Finance > Issue Authors: Nicola Cufaro Petroni, Piergiacomo Sabino. » Get access to the full-text ...

Sabino: Tesi di dottorato. Metodi Monte Carlo e Quasi-Monte Carlo per...

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Home -> Tesi di Dottorato -> > Piergiacomo Sabino. Tesi di Dottorato ... Home -> Tesi di Dottorato -> > Piergiacomo Sabino. La collezione può ...

UMR CNRS Laboratoire d'Analyse et de Mathématiques Appliquées

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, Piergiacomo SABINO, Université de Bari, France, Comparing Linear Transformations and Kronecker Product Approximations for Quasi-Monte Carlo ...

Multidimensional quasi-Monte Carlo Malliavin Greeks |...

www.springerprofessional.de

The aim of this paper is extensively investigate the performance of the estimators for the Greeks of multidimensional complex path-dependent options

Verwandte Suchanfragen zu Piergiacomo Sabino

Nicola Cufaro
Marina Fernández-Campoamor
Corey O'Meara

Gianluca Fusai

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Piergiacomo Sabino und Quasi-Monte Carlo Person-Info