Original language | English (US) |
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Title of host publication | Proceedings of the first Bachelier congress, 2001 |

Subtitle of host publication | Quantitative analysis in financial markets |

Volume | II |

State | Published - 2001 |

# Conquering the Greeks in Monte Carlo: Efficient calculation of the market sensitivities and hedge-ratios of financial asset via Monte Carlo simulation

Marco Avellaneda, R. Gamba

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution