A backward Monte Carlo approach to exotic option pricing (Q4575277)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6903420
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A backward Monte Carlo approach to exotic option pricing |
scientific article; zbMATH DE number 6903420 |
Statements
A backward Monte Carlo approach to exotic option pricing (English)
0 references
13 July 2018
0 references
backward Monte Carlo
0 references
exotic option pricing
0 references
discrete multinomial tree
0 references
recursive marginal quantization algorithm
0 references
0 references
0 references
0.8148866891860962
0 references
0.8011590242385864
0 references
0.7916502952575684
0 references
0.7814842462539673
0 references
0.7726759910583496
0 references
