A backward Monte Carlo approach to exotic option pricing (Q4575277)
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scientific article; zbMATH DE number 6903420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A backward Monte Carlo approach to exotic option pricing |
scientific article; zbMATH DE number 6903420 |
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A backward Monte Carlo approach to exotic option pricing (English)
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13 July 2018
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backward Monte Carlo
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exotic option pricing
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discrete multinomial tree
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recursive marginal quantization algorithm
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