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3. Most problems don't have an analytical solution, so numerical methods needed.Here is a detailed treatment of 6 methods to compute greeks for use in finance and Machine Learning.[URL unfurl="true"]https://www.datasim.nl/application/files/5915/7045/5027/Matt_Robinson_Thesis_.pdf[/URL]ML ->[URL unfurl="true"]https://www.datasim.nl/application/files/8115/7045/4929/1423101.pdf[/URL]Accuracy and efficiency are imporant. And robustness (method works for a range of parameter values).
3. Most problems don't have an analytical solution, so numerical methods needed.
Here is a detailed treatment of 6 methods to compute greeks for use in finance and Machine Learning.
[URL unfurl="true"]https://www.datasim.nl/application/files/5915/7045/5027/Matt_Robinson_Thesis_.pdf[/URL]
ML ->
[URL unfurl="true"]https://www.datasim.nl/application/files/8115/7045/4929/1423101.pdf[/URL]
Accuracy and efficiency are imporant. And robustness (method works for a range of parameter values).
