No label defined (Q2997446)
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scientific article; zbMATH DE number 5885646
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5885646 |
Statements
6 May 2011
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contingent claim
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binary \((B,S)\)-market
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option pricing
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Monte Carlo method
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approximation
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0.85841393
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0.85667586
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0.8553917
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0.8489757
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0.8478116
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0.84666824
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