Q3102802 (Q3102802): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Matlab / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 10:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
25 November 2011
0 references
Monte Carlo simulations
0 references
probability
0 references
random variables
0 references
Brownian motion
0 references
Asset pricing
0 references
Black-Scholes models
0 references
generating random variables
0 references
variance reduction techniques
0 references
importance sampling
0 references
stochastic calculus
0 references
simulation of diffusion
0 references
sensitivity analysis
0 references
monograph
0 references
algorithm
0 references
strong law of large number
0 references
central limit theorem
0 references
financial derivatives
0 references
confidence intervals
0 references
acceptance-rejection method
0 references
Cholesky factorization
0 references
control variate method
0 references
antithetic sampling
0 references
cross-entropy method
0 references
stochastic integral
0 references
Itô formula
0 references
stochastic differential equations
0 references
diffusion process
0 references
Euler scheme
0 references
Milstein schemes
0 references
Lamperti transform
0 references
portfolio
0 references
stock option
0 references
