Sequential Monte Carlo Methods for Option Pricing (Q3168706): Difference between revisions
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Revision as of 14:30, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo Methods for Option Pricing |
scientific article |
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Sequential Monte Carlo Methods for Option Pricing (English)
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19 April 2011
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sensitivities
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sequential Monte Carlo methods
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option pricing
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complex stochastic volatility
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