Numerical Valuation of High Dimensional Multivariate European Securities (Q4887765)
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scientific article; zbMATH DE number 913372
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| default for all languages | No label defined |
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| English | Numerical Valuation of High Dimensional Multivariate European Securities |
scientific article; zbMATH DE number 913372 |
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Numerical Valuation of High Dimensional Multivariate European Securities (English)
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1 October 1996
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arbitrage pricing theory
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pricing a contingent claim
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option pricing
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Monte Carlo simulation
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quadratic resampling
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0.7967158555984497
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0.7806376218795776
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