Options
Efficient and Unbiased Greeks of Rainbow and Path-Dependent Options Using Importance Sampling
Resource
Proceedings of the 2008 Midwest FinanceAssociation Meeting, San Antonio, Texas, February 27–March 1, 2008
Journal
2008 Midwest FinanceAssociation Meeting
Pages
-
Date Issued
2008
Date
2008
Author(s)
Huei-Wen Teng
Description
San Antonio, Texas
Type
conference paper