Hedging using simulation: a least squares approach

Claudio Tebaldi (claudio.tebaldi@unibocconi.it)

No 279, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: greeks; Malliavin calculus; Monte Carlo methods (search for similar items in EconPapers)
JEL-codes: C15 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-cmp, nep-fin and nep-rmg
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Journal Article: Hedging using simulation: a least squares approach (2005)
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