Monte Carlo methods for security pricing (Q1391435): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for security pricing |
scientific article |
Statements
Monte Carlo methods for security pricing (English)
0 references
22 July 1998
0 references
Monte Carlo simulation
0 references
quasi-Monte Carlo
0 references
option pricing
0 references
variance reduction
0 references
derivative estimation
0 references
