Luca Albieri

DXT Commodities SA

Via Trevano 2

Lugano, 6900

Switzerland

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Effective Dimensionality Reduction for Greeks Computation Using Randomized QMC

Wilmott, volume 2025, issue 137, 2025[10.54946/wilm.12142]

Number of pages: 28 Posted: 04 Dec 2024 Last Revised: 01 Nov 2025

Luca Albieri, Sergei Kucherenko and Marco Bianchetti

DXT Commodities SA, Imperial College London - Faculty of Engineering and Intesa Sanpaolo SpA

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