A backward Monte Carlo approach to exotic option pricing (Q4575277): Difference between revisions
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Latest revision as of 10:27, 30 July 2024
scientific article; zbMATH DE number 6903420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A backward Monte Carlo approach to exotic option pricing |
scientific article; zbMATH DE number 6903420 |
Statements
A backward Monte Carlo approach to exotic option pricing (English)
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13 July 2018
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backward Monte Carlo
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exotic option pricing
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discrete multinomial tree
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recursive marginal quantization algorithm
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