OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH (Q2748552): Difference between revisions
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Revision as of 06:06, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH |
scientific article |
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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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