LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: On the simulation of expectations of random variables depending on a stopping time / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4315016 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Monte Carlo methods for security pricing / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Connecting discrete and continuous path-dependent options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4398780 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Binomial models for option valuation - examining and improving convergence / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fast accurate binomial pricing / rank | |||
Normal rank |
Revision as of 17:41, 10 June 2024
scientific article; zbMATH DE number 2215464
Language | Label | Description | Also known as |
---|---|---|---|
English | LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES |
scientific article; zbMATH DE number 2215464 |
Statements
LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (English)
0 references
18 October 2005
0 references
exotic options
0 references
binomial trees
0 references