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scientific article; zbMATH DE number 1999206
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scientific article; zbMATH DE number 1999206

    Statements

    author
    Paul Glasserman
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    publication date
    2 November 2003
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    zbMATH Keywords
    Monte Carlo method
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    Monte Carlo simulation
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    random number
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    sample path
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    variance reduction technique
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    quasi-Monte Carlo
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    discretization
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    sensitivity
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    American option
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    European option
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    risk management
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G60
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    65C05
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    65C10
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    62P05
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    91B62
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    91B70
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    zbMATH DE Number
    1999206
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