BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (Q5221479)
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scientific article; zbMATH DE number 7182442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES |
scientific article; zbMATH DE number 7182442 |
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BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (English)
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26 March 2020
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American options
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sequential Monte Carlo
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branching processes
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Heston model
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stochastic approximation
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