Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250): Difference between revisions
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Latest revision as of 15:57, 30 December 2024
scientific article; zbMATH DE number 6867085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach |
scientific article; zbMATH DE number 6867085 |
Statements
Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (English)
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8 May 2018
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quasi-Monte Carlo methods
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mathematical finance
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benchmark approach
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