Conditional Sampling for Barrier Option Pricing under the LT Method (Q2873131): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: Magic Point Shop / rank | |||
Normal rank |
Revision as of 19:49, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Conditional Sampling for Barrier Option Pricing under the LT Method |
scientific article |
Statements
Conditional Sampling for Barrier Option Pricing under the LT Method (English)
0 references
23 January 2014
0 references
barrier options
0 references
conditional sampling
0 references
linear transformation method
0 references
quasi-Monte Carlo
0 references
root-finding
0 references