OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH (Q2748552): Difference between revisions
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| Property / author: Bernd F. Heidergott / rank | |||
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Latest revision as of 09:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH |
scientific article |
Statements
OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH (English)
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16 October 2001
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American call option
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discrete times
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sensitivity estimators
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