Option pricing via Monte Carlo simulation. A weak derivative approach (Q2748552)
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scientific article; zbMATH DE number 1660422
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| English | Option pricing via Monte Carlo simulation. A weak derivative approach |
scientific article; zbMATH DE number 1660422 |
Statements
16 October 2001
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American call option
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discrete times
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sensitivity estimators
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0.91524374
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0.91459996
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0.9069323
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0.9053345
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0.9052458
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0.90521055
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0.9049862
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0.9041176
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Option pricing via Monte Carlo simulation. A weak derivative approach (English)
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