Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber (Q3565102): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:56, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber |
scientific article |
Statements
Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber (English)
0 references
27 May 2010
0 references
bridge Monte Carlo methods
0 references
simulation bias
0 references
barrier options
0 references
NIG process
0 references
VG process
0 references
