Efficient Counterfactual Estimation of Conditional Greeks via Malliavin-based Weak Derivatives

Fuente: arXiv

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Bibliographic Details
Main Authors:	Krishnamurthy, Vikram, Snow, Luke
Format:	Preprint
Published:	2026
Subjects:	Computational Engineering, Finance, and Science
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.02811