Pricing exotic options using MSL-MC (Q2866370): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 09:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exotic options using MSL-MC |
scientific article |
Statements
Pricing exotic options using MSL-MC (English)
0 references
13 December 2013
0 references
exotic options
0 references
stochastic models
0 references
derivative pricing models
0 references
pricing of financial securities
0 references
options pricing
0 references
numerical methods for option pricing
0 references
Monte Carlo methods
0 references
