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Optimal Limit Methods for Computing Sensitivities of Discontinuous Integrals Including Triggerable Derivative Securities

Optimal Limit Methods for Computing Sensitivities of Discontinuous Integrals Including Triggerable Derivative Securities

Chan, Jiun Hong; Joshi, Mark S.
  • 期刊名称SSRN Electronic Journal
  • 作者Chan, Jiun Hong; Joshi, Mark S.
  • 电子ISSN1556-5068
  • 文件大小1045.67KB
  • 发表时间2012
  • DOI10.2139/ssrn.2011690
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