Sequential Monte Carlo methods for option pricing (Q3168706)
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scientific article; zbMATH DE number 5879794
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sequential Monte Carlo methods for option pricing |
scientific article; zbMATH DE number 5879794 |
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Sequential Monte Carlo Methods for Option Pricing (English)
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19 April 2011
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sensitivities
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sequential Monte Carlo methods
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option pricing
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complex stochastic volatility
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0.9092894196510316
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0.8415594100952148
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0.8317960500717163
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0.7986846566200256
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