Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q287699 |
Changed an Item |
||
| Property / author | |||
| Property / author: Vlad Bally / rank | |||
Normal rank | |||
Revision as of 13:36, 12 February 2024
scientific article; zbMATH DE number 2204260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach |
scientific article; zbMATH DE number 2204260 |
Statements
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (English)
0 references
12 September 2005
0 references
