Good point methods for computing prices and sensitivities of multi-asset European style options (Q4541556): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/135048698334664 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1972499399 / rank | |||
Normal rank | |||
Revision as of 20:54, 19 March 2024
scientific article; zbMATH DE number 1771952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good point methods for computing prices and sensitivities of multi-asset European style options |
scientific article; zbMATH DE number 1771952 |
Statements
Good point methods for computing prices and sensitivities of multi-asset European style options (English)
0 references
4 September 2002
0 references
low-discrepancy sequences
0 references
weighted-sum estimators
0 references
European options
0 references
