Sequential Monte Carlo Methods for Option Pricing (Q3168706): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:53, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo Methods for Option Pricing |
scientific article |
Statements
Sequential Monte Carlo Methods for Option Pricing (English)
0 references
19 April 2011
0 references
sensitivities
0 references
sequential Monte Carlo methods
0 references
option pricing
0 references
complex stochastic volatility
0 references
