遮阳伞
发表于 2025-3-21 19:09:32
书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0232060<br><br> <br><br>书目名称Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0232060<br><br> <br><br>
Entreaty
发表于 2025-3-21 22:28:02
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NEX
发表于 2025-3-22 01:31:39
Yoshifumi MuroiFocuses on the resemblance between Bernoulli random variable and Brownian motion.Introduces a spectral binomial tree method, a new methodology for pricing barrier options.Introduces the discrete Malli
饶舌的人
发表于 2025-3-22 08:31:09
SpringerBriefs in Statisticshttp://image.papertrans.cn/c/image/232060.jpg
Exterior
发表于 2025-3-22 10:54:41
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right-atrium
发表于 2025-3-22 14:23:42
https://doi.org/10.1007/b138866ce of double barrier options accurately, trees with large numbers of steps must be used, which is time-consuming. In order to overcome this weakness, we develop new computational algorithms based on the spectral expansion method.
right-atrium
发表于 2025-3-22 20:05:03
https://doi.org/10.1007/978-1-4020-6389-3calculus has come to be considered as one of the main tools in financial mathematics. It is particularly important in the computation of Greeks using Monte Carlo simulations. In previous studies, Greeks were usually represented by expectation formulas that are derived from the Malliavin calculus and
rectum
发表于 2025-3-23 00:39:31
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree978-981-19-1073-9Series ISSN 2191-544X Series E-ISSN 2191-5458
印第安人
发表于 2025-3-23 01:50:52
https://doi.org/10.1007/b138866ce of double barrier options accurately, trees with large numbers of steps must be used, which is time-consuming. In order to overcome this weakness, we develop new computational algorithms based on the spectral expansion method.
加强防卫
发表于 2025-3-23 09:15:18
https://doi.org/10.1007/978-1-4842-0980-6This book is about a study on the calculation of option Greeks using discrete Malliavin calculus. Greeks are quantities that represent the price sensitivities of derivative securities with respect to changes in the underlying asset price or parameters.