Masato Koda. A New Computing Method for Greeks Using Stochastic Sensitivity Analysis. In Yong Shi, G. Dick van Albada, Jack Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27 - 30, 2007, Proceedings, Part II. Volume 4488 of Lecture Notes in Computer Science, pages 447-454, Springer, 2007. [doi]
Abstract is missing.