Yongjia Xu, Yongzeng Lai, Yan Zeng. Option Sensitivity Simulation by Malliavin Calculus and Quasi-Monte Carlo Methods. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 149-153, IEEE, 2012. [doi]
Abstract is missing.