Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Scoleri, Stefano, Bianchetti, Marco, Kucherenko, Sergei
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Pricing of Securities Risk Management 91G60, 65C05, 91G20, 65D30, 65D25 G.3; I.6.8; G.1.4
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.14354