Computing deltas without derivatives

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چکیده

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c © 2000 by John von Neumann Institute for Computing Permission to make digital or hard copies of portions of this work for personal or classroom use is granted provided that the copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. To copy otherwise requires prior specific permission by the publisher ment...

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ژورنال

عنوان ژورنال: Finance and Stochastics

سال: 2017

ISSN: 0949-2984,1432-1122

DOI: 10.1007/s00780-016-0321-3