Non-parametric partial importance sampling for financial derivative pricing (Q5300444)
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scientific article; zbMATH DE number 6181856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric partial importance sampling for financial derivative pricing |
scientific article; zbMATH DE number 6181856 |
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Non-parametric partial importance sampling for financial derivative pricing (English)
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27 June 2013
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Monte Carlo methods
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pricing of derivatives securities
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path-dependent options
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option pricing via simulation
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financial engineering
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