Work

Estimating Greeks in Simulating Lévy-Driven Models

Year: 2010

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2010.210

Authors: Paul Glasserman, Zongjian Liu

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2428824873

FWCI: 2.229

Cites: 25

Cited by: 21

Related to: 10