A general method for debiasing a Monte Carlo estimator (Q5388196): Difference between revisions

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scientific article; zbMATH DE number 6025261
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A general method for debiasing a Monte Carlo estimator
scientific article; zbMATH DE number 6025261

    Statements

    A general method for debiasing a Monte Carlo estimator (English)
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    18 April 2012
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    Monte Carlo simulation
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    Markov chain Monte Carlo
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    unbiased estimates
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    numerical integration
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    finance
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    stochastic volatility model
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    option pricing
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    Newton's method
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    stochastic integral
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