No label defined (Q4796191)
From MaRDI portal
scientific article; zbMATH DE number 1875432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1875432 |
Statements
2 March 2003
0 references
European Asian options
0 references
stock prices
0 references
Monte Carlo algorithm
0 references
recursive bucketing-based scheme
0 references
fast Fourier transform
0 references
