Q5095418 (Q5095418): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Sensitivity Analysis for Monte Carlo Simulation of Option Pricing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Efficient Monte Carlo simulation of security prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Path-Dependent Options: Extending the Monte Carlo Simulation Approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4433608 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On path integrals for the high-dimensional Brownian bridge / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
Normal rank | |||
Revision as of 20:14, 29 July 2024
scientific article; zbMATH DE number 7569345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7569345 |
Statements
8 August 2022
0 references
Brownian bridge technique
0 references
MCS
0 references
ELS
0 references
