Monte Carlo methods for security pricing (Q1391435): Difference between revisions
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Latest revision as of 10:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for security pricing |
scientific article |
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Monte Carlo methods for security pricing (English)
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22 July 1998
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Monte Carlo simulation
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quasi-Monte Carlo
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option pricing
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variance reduction
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derivative estimation
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