Good point methods for computing prices and sensitivities of multi-asset European style options (Q4541556): Difference between revisions

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Latest revision as of 12:06, 4 June 2024

scientific article; zbMATH DE number 1771952
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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)
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    4 September 2002
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    low-discrepancy sequences
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    weighted-sum estimators
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    European options
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