LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293): Difference between revisions
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Latest revision as of 10:02, 30 July 2024
scientific article; zbMATH DE number 2215464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES |
scientific article; zbMATH DE number 2215464 |
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LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (English)
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18 October 2005
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exotic options
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binomial trees
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