Open AccessA new approach to improving the estimate of Delta () under European option
Author(s) -
Farshid Mehrdoust
Publication year - 2012
Publication title -
international journal of applied mathematical research
Language(s) - English
Resource type - Journals
ISSN - 2227-4324
DOI - 10.14419/ijamr.v1i3.121
Subject(s) - variance reduction , monte carlo method , mathematics , variance (accounting) , task (project management) , mathematical optimization , econometrics , algorithm , statistics , economics , accounting , management