Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933): Difference between revisions
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Revision as of 19:47, 5 March 2024
scientific article; zbMATH DE number 2204260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach |
scientific article; zbMATH DE number 2204260 |
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Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (English)
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12 September 2005
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