Q4356586 (Q4356586): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 15:28, 5 March 2024
scientific article; zbMATH DE number 1069624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1069624 |
Statements
12 October 1998
0 references
Monte Carlo methods
0 references
valuation of contingent claims
0 references
stochastic volatility models
0 references
Black-Scholes model
0 references
importance sampling variance reduction
0 references
