Simulation methods for valuing Asian option prices in a hyperbolic asset price model (Q4811568): Difference between revisions
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Latest revision as of 01:49, 20 March 2024
scientific article; zbMATH DE number 2096807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation methods for valuing Asian option prices in a hyperbolic asset price model |
scientific article; zbMATH DE number 2096807 |
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Simulation methods for valuing Asian option prices in a hyperbolic asset price model (English)
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6 September 2004
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quasi-Monte Carlo
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importance sampling
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