Q4433608 (Q4433608): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:49, 5 March 2024
scientific article; zbMATH DE number 1999206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1999206 |
Statements
2 November 2003
0 references
Monte Carlo method
0 references
Monte Carlo simulation
0 references
random number
0 references
sample path
0 references
variance reduction technique
0 references
quasi-Monte Carlo
0 references
discretization
0 references
sensitivity
0 references
American option
0 references
European option
0 references
risk management
0 references
