Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach |
scientific article; zbMATH DE number 2204260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach |
scientific article; zbMATH DE number 2204260 |
Statements
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (English)
0 references
12 September 2005
0 references
0 references
0 references
