Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
107 | Masato Koda |
A New Computing Method for Greeks Using Stochastic Sensitivity Analysis. |
International Conference on Computational Science (2) |
2007 |
DBLP DOI BibTeX RDF |
Malliavin calculus, Monte Carlo simulation, Greeks |
49 | Efthimis N. Efthimiadis |
How do Greeks search the web?: a query log analysis study. |
CIKM-iNEWS |
2008 |
DBLP DOI BibTeX RDF |
Greek web search, non-English web search, user behavior, query log analysis |
26 | Anselm Hudde |
greeks: Sensitivities of Prices of Financial Options and Implied Volatilities. |
J. Open Source Softw. |
2024 |
DBLP DOI BibTeX RDF |
|
26 | Karel J. in 't Hout |
A note on the numerical approximation of Greeks for American-style options. |
CoRR |
2024 |
DBLP DOI BibTeX RDF |
|
26 | Nneka Umeorah, Phillip Mashele, Onyecherelam Agbaeze, Jules Clement Mba |
Barrier Options and Greeks: Modeling with Neural Networks. |
Axioms |
2023 |
DBLP DOI BibTeX RDF |
|
26 | Margaret Gross |
"How didst thou come beneath the murky darkness?": sense-making in light of the ancient Greeks and in the spirit of Hegel. |
J. Documentation |
2023 |
DBLP DOI BibTeX RDF |
|
26 | Mark Klaisoongnoen, Nick Brown 0002, Oliver Thomson Brown |
Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
26 | |
Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
26 | David Mestel |
Beware of Greeks bearing entanglement? Quantum covert channels, information flow and non-local games. |
CoRR |
2022 |
DBLP BibTeX RDF |
|
26 | Jingtang Ma, Wensheng Yang, Zhenyu Cui |
Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. |
J. Comput. Appl. Math. |
2022 |
DBLP DOI BibTeX RDF |
|
26 | David Mestel |
Beware of Greeks bearing entanglement? Quantum covert channels, information flow and non-local games. |
CSF |
2022 |
DBLP DOI BibTeX RDF |
|
26 | Mark Klaisoongnoen, Nick Brown 0002, Oliver Thomson Brown |
Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs. |
H2RC@SC |
2022 |
DBLP DOI BibTeX RDF |
|
26 | Mark Klaisoongnoen, Nick Brown 0002, Oliver Thomson Brown |
Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs. |
HEART |
2022 |
DBLP DOI BibTeX RDF |
|
26 | Wensheng Yang, Jingtang Ma, Zhenyu Cui |
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. |
Math. Methods Oper. Res. |
2021 |
DBLP DOI BibTeX RDF |
|
26 | Chao Yu, Xiaoqun Wang |
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks. |
CoRR |
2021 |
DBLP BibTeX RDF |
|
26 | John Koutsikakis, Ilias Chalkidis, Prodromos Malakasiotis, Ion Androutsopoulos |
GREEK-BERT: The Greeks visiting Sesame Street. |
CoRR |
2020 |
DBLP BibTeX RDF |
|
26 | Salvatore Cuomo, Francesco Piccialli, Federica Sica |
RBF methods in a Stochastic Volatility framework for Greeks computation. |
J. Comput. Appl. Math. |
2020 |
DBLP DOI BibTeX RDF |
|
26 | Salvatore Cuomo, Federica Sica, Gerardo Toraldo |
Greeks computation in the option pricing problem by means of RBF-PU methods. |
J. Comput. Appl. Math. |
2020 |
DBLP DOI BibTeX RDF |
|
26 | John Koutsikakis, Ilias Chalkidis, Prodromos Malakasiotis, Ion Androutsopoulos |
GREEK-BERT: The Greeks visiting Sesame Street. |
SETN |
2020 |
DBLP DOI BibTeX RDF |
|
26 | Hanbyeol Jang, Jian Wang 0052, Junseok Kim |
Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge. |
Monte Carlo Methods Appl. |
2019 |
DBLP DOI BibTeX RDF |
|
26 | Thomas Gerstner, Bastian Harrach, Daniel Roth 0004 |
Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation. |
CoRR |
2019 |
DBLP BibTeX RDF |
|
26 | Hong-Ming Chen, Cheng-Feng Hu, Wei-Chang Yeh |
Option pricing and the Greeks under Gaussian fuzzy environments. |
Soft Comput. |
2019 |
DBLP DOI BibTeX RDF |
|
26 | Shashi Jain, Álvaro Leitao, Cornelis W. Oosterlee |
Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options. |
J. Comput. Sci. |
2019 |
DBLP DOI BibTeX RDF |
|
26 | Luiz Velho 0001, Leonardo Carvalho, Djalma Lucio |
VR Kino+Theatre: From the Ancient Greeks Into the Future of Media. |
Symposium on Computer Animation (Posters) |
2018 |
DBLP DOI BibTeX RDF |
|
26 | Oliver Pfante, Nils Bertschinger |
Uncertainty of Volatility Estimates from Heston Greeks. |
Frontiers Appl. Math. Stat. |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Kensuke Ishitani |
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals. |
JSIAM Lett. |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Yoshifumi Muroi, Shintaro Suda |
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus. |
Math. Comput. Simul. |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Chengfeng Weng, Xiaoqun Wang, Zhijian He |
Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction. |
SIAM J. Sci. Comput. |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Luca Capriotti, Yupeng Jiang, Andrea Macrina |
AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks. |
Algorithmic Finance |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Ankur Kanaujiya, Siddhartha P. Chakrabarty |
Pricing and estimates of Greeks for passport option: A three time level approach. |
J. Comput. Appl. Math. |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Shaolong Tong, Guangwu Liu |
Importance Sampling for Option Greeks with Discontinuous Payoffs. |
INFORMS J. Comput. |
2016 |
DBLP DOI BibTeX RDF |
|
26 | Douglas Cawthorne, Romylos Irodotou |
Proportional Systems in the Design of the Cathedral of St. George of the Greeks, Cyprus. |
EuroMed (1) |
2016 |
DBLP DOI BibTeX RDF |
|
26 | Shashi Jain, Cornelis W. Oosterlee |
The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks. |
Appl. Math. Comput. |
2015 |
DBLP DOI BibTeX RDF |
|
26 | Luca Capriotti |
Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks. |
Algorithmic Finance |
2015 |
DBLP DOI BibTeX RDF |
|
26 | Wenbin Hu, Shenghong Li 0003 |
Fast Greeks by simulation: The block adjoint method with memory reduction. |
J. Comput. Appl. Math. |
2015 |
DBLP DOI BibTeX RDF |
|
26 | Susana Álvarez-Díez, J. Samuel Baixauli-Soler, María Belda-Ruiz |
Are we using the wrong letters? An analysis of executive stock option Greeks. |
Central Eur. J. Oper. Res. |
2014 |
DBLP DOI BibTeX RDF |
|
26 | Yongjia Xu, Yongzeng Lai, Haixiang Yao |
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. |
Appl. Math. Comput. |
2014 |
DBLP DOI BibTeX RDF |
|
26 | Kemal Dinçer Dingeç, Wolfgang Hörmann |
Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. |
WSC |
2014 |
DBLP DOI BibTeX RDF |
|
26 | Yoshifumi Muroi, Shintaro Suda |
Discrete Malliavin calculus and computations of greeks in the binomial tree. |
Eur. J. Oper. Res. |
2013 |
DBLP DOI BibTeX RDF |
|
26 | Marc Henrard |
Calibration in Finance: Very Fast Greeks Through Algorithmic Differentiation and Implicit Function. |
ICCS |
2013 |
DBLP DOI BibTeX RDF |
|
26 | Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae Yoon Kim |
Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach. |
Expert Syst. Appl. |
2012 |
DBLP DOI BibTeX RDF |
|
26 | Guangwu Liu, L. Jeff Hong |
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs. |
Oper. Res. |
2011 |
DBLP DOI BibTeX RDF |
|
26 | Jörg Kampen |
Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks. |
SIAM J. Appl. Math. |
2011 |
DBLP DOI BibTeX RDF |
|
26 | Yuh-Dauh Lyuu, Huei-Wen Teng |
Unbiased and efficient Greeks of financial options. |
Finance Stochastics |
2011 |
DBLP DOI BibTeX RDF |
|
26 | Lingyan Cao, Michael C. Fu 0001 |
Estimating Greeks for Variance-Gamma. |
WSC |
2010 |
DBLP DOI BibTeX RDF |
|
26 | Evelina Leivada, Paraskevi Mavroudi, Anna Epistithiou |
Metalanguage or bidialectism? acquisition of clitic placement by Hellenic Greeks, Greek Cypriots and binationals in the diglossic context of Cyprus. |
ExLing |
2010 |
DBLP BibTeX RDF |
|
26 | Jinhong Xu, Weidong Xu, Weijun Xu |
Greeks Analysis of Currency Option under Fuzzy Environment. |
CSO (1) |
2009 |
DBLP DOI BibTeX RDF |
|
26 | Jörg Kampen, Anastasia Kolodko, John Schoenmakers |
Monte Carlo Greeks for Financial Products via Approximative Transition Densities. |
SIAM J. Sci. Comput. |
2008 |
DBLP DOI BibTeX RDF |
|
26 | Luca Capriotti |
Reducing the variance of likelihood ratio greeks in Monte Carlo. |
WSC |
2008 |
DBLP DOI BibTeX RDF |
|
26 | Youssef El-Khatib, Nicolas Privault |
Computations of Greeks in a market with jumps via the Malliavin calculus. |
Finance Stochastics |
2004 |
DBLP DOI BibTeX RDF |
|
26 | Mark Broadie, Özgür Kaya |
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models. |
WSC |
2004 |
DBLP BibTeX RDF |
|
26 | Stelios H. Zanakis, Stavros Theofanides, Anthony N. Kontaratos, Theodosios P. Tassios |
Ancient Greeks' Practices and Contributions in Public and Entrepreneurship Decision Making. |
Interfaces |
2003 |
DBLP DOI BibTeX RDF |
|
23 | Robert Schaefer |
Software maturity: design as dark art. |
ACM SIGSOFT Softw. Eng. Notes |
2009 |
DBLP DOI BibTeX RDF |
|
23 | Andruid Kerne, Ron Wakkary, Frank Nack, Amanda Steggell, Alejandro Jaimes, K. Selçuk Candan, Alberto Del Bimbo, Pamela Jennings, Aleksandra Dulic |
Connecting artists and scientists in multimedia research. |
ACM Multimedia |
2008 |
DBLP DOI BibTeX RDF |
collaboration, arts, hybrid, sciences, interdisciplinary |
23 | Ingemar J. Cox |
Watermarking, steganography and content forensics. |
MM&Sec |
2008 |
DBLP DOI BibTeX RDF |
content forensics, steganography, digital watermarking, data hiding, steganalysis |
23 | Gang Zhao, Tarik Borogovac, Pirooz Vakili |
Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC). |
WSC |
2007 |
DBLP DOI BibTeX RDF |
|
23 | Nan Chen, L. Jeff Hong |
Monte Carlo simulation in financial engineering. |
WSC |
2007 |
DBLP DOI BibTeX RDF |
|
23 | Laurel M. Sheppard |
Visual Effects and Video Analysis Lead to Olympics Victories. |
IEEE Computer Graphics and Applications |
2006 |
DBLP DOI BibTeX RDF |
biomechanics, Olympics |
23 | Gianluca Fusai, I. David Abrahams, Carlo Sgarra |
An exact analytical solution for discrete barrier options. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
Barrier options, discrete monitoring, Wiener-Hopf equation, Black-Scholes, z-transform |
23 | Roberto Moreno-Díaz |
Cast Methods in Biocybernetics. |
EUROCAST |
1999 |
DBLP DOI BibTeX RDF |
|