Pricing exotic derivatives exploiting structure (Q299917)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exotic derivatives exploiting structure |
scientific article |
Statements
Pricing exotic derivatives exploiting structure (English)
0 references
23 June 2016
0 references
CEV process
0 references
discrete monitoring
0 references
exotic derivatives
0 references
matrix factorization
0 references
numerical quadrature
0 references
option pricing
0 references
0 references
0 references
0 references
