On the error of the Monte Carlo pricing method (Q3607204)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the error of the Monte Carlo pricing method |
scientific article; zbMATH DE number 5521282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the error of the Monte Carlo pricing method |
scientific article; zbMATH DE number 5521282 |
Statements
28 February 2009
0 references
Asian option
0 references
Lévy processes
0 references
Monte Carlo pricing method
0 references
0.8213480710983276
0 references
0.8143724203109741
0 references
0.8105230331420898
0 references
0.8003336191177368
0 references
0.7955164909362793
0 references
