Effective dimensionality reduction for Greeks computation using Randomized QMC

Fuente: arXiv

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Bibliographic Details
Main Authors:	Albieri, Luca, Kucherenko, Sergei, Scoleri, Stefano, Bianchetti, Marco
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.11576