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Jump to: Burgos, S | Giles, M
Number of items: 2.

Burgos, S

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 (Unpublished)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 (Unpublished)

This list was generated on Mon May 21 14:16:08 2012 BST.
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