Path integral Monte Carlo method for option pricing (Q2078655): Difference between revisions

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Latest revision as of 04:39, 28 July 2024

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Path integral Monte Carlo method for option pricing
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    Path integral Monte Carlo method for option pricing (English)
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    1 March 2022
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    Black-Scholes
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    path integral
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    Markov chain Monte Carlo
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    Metropolis-Hastings
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    Asian options
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    non-Gaussian
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