American options by Malliavin calculus and nonparametric variance and bias reduction methods (Q4902223)
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scientific article; zbMATH DE number 6130652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American options by Malliavin calculus and nonparametric variance and bias reduction methods |
scientific article; zbMATH DE number 6130652 |
Statements
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods (English)
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25 January 2013
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American options
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Malliavin calculus
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Monte Carlo
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graphic processing unit
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0.8879958391189575
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0.8618078231811523
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0.8423305153846741
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0.8262046575546265
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0.8171690106391907
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