An adaptive Monte Carlo algorithm for European and American options (Q5076663): Difference between revisions
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An adaptive Monte Carlo algorithm for European and American options | |||
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| Property / full work available at URL: https://cmde.tabrizu.ac.ir/article_12765_45d1d353217537cf5bd01eae8e7ec7eb.pdf / rank | |||
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| Property / OpenAlex ID: W3165773023 / rank | |||
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An adaptive Monte Carlo algorithm for European and American options (English) | |||
| Property / title: An adaptive Monte Carlo algorithm for European and American options (English) / rank | |||
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Latest revision as of 01:02, 29 July 2024
scientific article; zbMATH DE number 7527958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive Monte Carlo algorithm for European and American options |
scientific article; zbMATH DE number 7527958 |
Statements
17 May 2022
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adaptive Monte Carlo algorithm
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finite difference method
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Black-Scholes model
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European and American put option
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An adaptive Monte Carlo algorithm for European and American options (English)
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