सभी किताबें

पेशेवर

ऐप्स परिचय Coach लॉग इन पढ़ना शुरू करें

Quantitative Finance · शब्दावली

Pathwise Greek क्या है?

Definition 23.7 Derivatives and Volatility · अध्याय 23 — Monte Carlo Pricers in Practice

A pathwise Greek differentiates the discounted payoff along each simulated path with respect to the parameter, holding the random numbers fixed, and averages; it requires the payoff to be continuous in the parameter (almost surely differentiable), and fails for digitals and barriers.

अध्याय में पढ़ें →