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- W3120936699 abstract "The Greeks are derivatives of option price with respect to market parameters and play an important role in financial risk management. Among various simulation methods for estimating the Greeks, the..." @default.
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- W3120936699 date "2016-05-01" @default.
- W3120936699 modified "2023-09-23" @default.
- W3120936699 title "Importance Sampling for Option Greeks with Discontinuous Payoffs" @default.
- W3120936699 doi "https://doi.org/10.5555/3214963.3214966" @default.
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