Monte Carlo methods for pricing and hedging American options in high dimension (Q3119589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for pricing and hedging American options in high dimension |
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Monte Carlo methods for pricing and hedging American options in high dimension (English)
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12 March 2019
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option pricing
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hedging
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American options
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Monte Carlo methods
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Malliavin calculus
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