A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289): Difference between revisions
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Latest revision as of 19:52, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo multi-asset option pricing approximation for general stochastic processes |
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A Monte Carlo multi-asset option pricing approximation for general stochastic processes (English)
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10 February 2017
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multi-asset option pricing
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multivariate risk management
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Edgeworth expansion
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higher-order moments
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