Good point methods for computing prices and sensitivities of multi-asset European style options (Q4541556): Difference between revisions
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scientific article; zbMATH DE number 1771952
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English | Good point methods for computing prices and sensitivities of multi-asset European style options |
scientific article; zbMATH DE number 1771952 |
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Good point methods for computing prices and sensitivities of multi-asset European style options (English)
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4 September 2002
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low-discrepancy sequences
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weighted-sum estimators
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European options
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