The Mathematical Institute, University of Oxford, Eprints Archive

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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 (Unpublished)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 Sat Apr 19 02:19:37 2014 BST.