نتایج جستجو برای: stage model are likely biased more precisely

تعداد نتایج: 7065073  

2005
Peter Jäckel

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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