LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293)
From MaRDI portal
scientific article; zbMATH DE number 2215464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES |
scientific article; zbMATH DE number 2215464 |
Statements
LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (English)
0 references
18 October 2005
0 references
exotic options
0 references
binomial trees
0 references
