The Mathematical Institute, University of Oxford, Eprints Archive

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Jump to: Burgos, S | Giles, M
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Burgos, S

Giles, M. B. and Burgos, Sylvestre (2011) Computing Greeks using multilevel path simulation. Technical Report. .. (Unpublished)

Burgos, Sylvestre (2009) Investigation into Vibrato Monte Carlo for the Computation of
Greeks of Discontinuous Payoffs.
Masters thesis, Mathematical Institute.

Giles, M

Giles, M. B. and Burgos, Sylvestre (2011) Computing Greeks using multilevel path simulation. Technical Report. .. (Unpublished)

This list was generated on Sat Sep 20 02:19:09 2014 BST.