On the error of the Monte Carlo pricing method (Q3607204)
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scientific article; zbMATH DE number 5521282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the error of the Monte Carlo pricing method |
scientific article; zbMATH DE number 5521282 |
Statements
28 February 2009
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Asian option
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Lévy processes
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Monte Carlo pricing method
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0.8213480710983276
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0.8143724203109741
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0.8105230331420898
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0.8003336191177368
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0.7955164909362793
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