OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH (Q2748552)

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scientific article
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English
OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH
scientific article

    Statements

    title
    OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH (English)
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    publication date
    16 October 2001
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    zbMATH Keywords
    American call option
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    discrete times
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    sensitivity estimators
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91G20
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    60G40
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    zbMATH DE Number
    1660422
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    OpenAlex ID
    W2010169521
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