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Faster Forward Sensitivities: Reduced stochastic hedge ratios from pathwise algorithmic differentiation

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Fries, Christian P
Formato:	Preprint
Publicado:	2026
Materias:	Risk Management Computational Finance Pricing of Securities 65C05, 91G20, 91G60, 65F20, 65F22 G.1.3; G.1.6; G.3; I.6.6; I.6.8
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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