%0 Journal Article %1 journals/siamsc/KampenKS08 %A Kampen, Jörg %A Kolodko, Anastasia %A Schoenmakers, John %D 2008 %J SIAM J. Sci. Comput. %K dblp %N 1 %P 1-22 %T Monte Carlo Greeks for Financial Products via Approximative Transition Densities. %U http://dblp.uni-trier.de/db/journals/siamsc/siamsc31.html#KampenKS08 %V 31

@article{journals/siamsc/KampenKS08, added-at = {2020-07-30T00:00:00.000+0200}, author = {Kampen, Jörg and Kolodko, Anastasia and Schoenmakers, John}, biburl = {https://www.bibsonomy.org/bibtex/2eba96e10ee7ba240c569fcf60bf92760/dblp}, ee = {https://doi.org/10.1137/070682198}, interhash = {067936a0c28ea5a93d6402f95dafebc3}, intrahash = {eba96e10ee7ba240c569fcf60bf92760}, journal = {SIAM J. Sci. Comput.}, keywords = {dblp}, number = 1, pages = {1-22}, timestamp = {2020-07-31T11:42:36.000+0200}, title = {Monte Carlo Greeks for Financial Products via Approximative Transition Densities.}, url = {http://dblp.uni-trier.de/db/journals/siamsc/siamsc31.html#KampenKS08}, volume = 31, year = 2008 }