Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211): Difference between revisions

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Latest revision as of 07:52, 12 July 2024

scientific article; zbMATH DE number 6606028
Language Label Description Also known as
English
Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing
scientific article; zbMATH DE number 6606028

    Statements

    Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (English)
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    25 July 2016
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    finance
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    financial engineering
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    option pricing
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    Greeks
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    simulation
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    quasi-Monte Carlo methods
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    path simulation method
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    discontinuity
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    effective dimension
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