Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
scientific article

    Statements

    Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    9 January 2001
    0 references
    price financial derivatives
    0 references
    financial risk reduction
    0 references
    historical time series
    0 references

    Identifiers