Branching particle pricers with Heston examples (Q5221479)
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 7182442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Branching particle pricers with Heston examples |
scientific article; zbMATH DE number 7182442 |
Statements
BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (English)
0 references
26 March 2020
0 references
American options
0 references
sequential Monte Carlo
0 references
branching processes
0 references
Heston model
0 references
stochastic approximation
0 references
0 references
0 references
0 references
0 references
0.7934696674346924
0 references
0.786399245262146
0 references
0.7829670310020447
0 references
0.7757601141929626
0 references
0.7604437470436096
0 references
