Smart Monte Carlo: various tricks using Malliavin calculus (Q4646793)
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scientific article; zbMATH DE number 7001537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Smart Monte Carlo: various tricks using Malliavin calculus |
scientific article; zbMATH DE number 7001537 |
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Smart Monte Carlo: various tricks using Malliavin calculus (English)
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14 January 2019
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Malliavin calculus
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Monte Carlo pricing engines
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Heston model
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0.867885947227478
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0.8652878999710083
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0.8563399314880371
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0.8503190279006958
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