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scientific article; zbMATH DE number 1243617
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scientific article; zbMATH DE number 1243617

    Statements

    author
    William T. Shaw
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    publication date
    21 January 1999
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    Mathematics Subject Classification ID
    91-01
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    91G60
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    68W30
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    zbMATH DE Number
    1243617
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    zbMATH Keywords
    graphical methods
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    Mathematica
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    option pricing
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    hedging
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    symbolic computations
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    numerical computations
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    finite-difference methods
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    binomial and trinomial tree models
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    Monte Carlo methods
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