Estimating Security Price Derivatives Using Simulation (Q4363594)
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scientific article; zbMATH DE number 1085145
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating Security Price Derivatives Using Simulation |
scientific article; zbMATH DE number 1085145 |
Statements
Estimating Security Price Derivatives Using Simulation (English)
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12 November 1997
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derivative estimation
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option pricing
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simulation
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estimating security prices
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pathwise method
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likelihood ratio method
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0.8885411
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0.86452097
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0.86151004
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0.8592645
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