Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610)
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scientific article; zbMATH DE number 6151600
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing and hedging Asian basket options with quasi-Monte Carlo simulations |
scientific article; zbMATH DE number 6151600 |
Statements
Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (English)
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8 April 2013
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computational finance
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quasi-Monte Carlo algorithms
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Malliavin calculus
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pricing and hedging options
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Asian basket options
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0.9248501
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0.9193735
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0.91189194
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0.9080132
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0.8964444
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0.8942501
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0.89376175
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