The Mathematical Institute, University of Oxford, Eprints Archive
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Number of items: 2.

Technical Report

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 (Unpublished)

Thesis

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

This list was generated on Tue May 21 17:18:31 2013 BST.
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