A backward Monte Carlo approach to exotic option pricing (Q4575277): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: MATLAB expm / rank | |||
Normal rank | |||
Revision as of 20:34, 29 February 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)
0 references
13 July 2018
0 references
backward Monte Carlo
0 references
exotic option pricing
0 references
discrete multinomial tree
0 references
recursive marginal quantization algorithm
0 references
