Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025)
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scientific article; zbMATH DE number 6635809
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal search for parameters in Monte Carlo simulation for derivative pricing |
scientific article; zbMATH DE number 6635809 |
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Optimal search for parameters in Monte Carlo simulation for derivative pricing (English)
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7 October 2016
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finance
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Monte Carlo simulation
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deterministic online algorithm
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randomized online algorithm
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competitive ratio
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0.746350109577179
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0.745953381061554
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0.7329072952270508
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0.7307212948799133
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0.7285103797912598
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