A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q391582 |
Changed an Item |
||
| Property / author | |||
| Property / author: Juan C. Arismendi / rank | |||
Normal rank | |||
Revision as of 03:22, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo multi-asset option pricing approximation for general stochastic processes |
scientific article |
Statements
A Monte Carlo multi-asset option pricing approximation for general stochastic processes (English)
0 references
10 February 2017
0 references
multi-asset option pricing
0 references
multivariate risk management
0 references
Edgeworth expansion
0 references
higher-order moments
0 references
