منابع مشابه
Modelling Kindness∗
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The likelihood ratio method [BG96] provides a tool for the calculation of hedge ratios and risk parameters with Monte Carlo calculations. In this article, we present the extension of existing likelihood ratio methods to multiple underlyings and to higher order sensitivities such as the crossderivatives on the underlyings, and how the method can be used in a displaced diffusion [Rub83] framework...
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ژورنال
عنوان ژورنال: Journal of Compassionate Health Care
سال: 2015
ISSN: 2053-2393
DOI: 10.1186/s40639-015-0015-2