European Options Sensitivities via Monte Carlo Techniques

H. Leahu

Research output: Working paper / Preprint › Working paper › Professional

40 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Faculty of Economics and Business Administration
Publication status	Published - 2013

Name	Research Memorandum
No.	2013-2

Access to Document

@techreport{98f173bdbafe4aa58ccaadfea8e6079d,

title = "European Options Sensitivities via Monte Carlo Techniques",

author = "H. Leahu",

year = "2013",

language = "English",

series = "Research Memorandum",

publisher = "Faculty of Economics and Business Administration",

number = "2013-2",

type = "WorkingPaper",

institution = "Faculty of Economics and Business Administration",

}