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Tensor train representations of Greeks for Fourier-based pricing of multi-asset options

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Sakurai, Rihito, Miyamoto, Koichi, Okubo, Tsuyoshi
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Computational Finance Quantum Physics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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