LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293)
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scientific article; zbMATH DE number 2215464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES |
scientific article; zbMATH DE number 2215464 |
Statements
LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (English)
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18 October 2005
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exotic options
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binomial trees
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0.8148866891860962
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0.7893339395523071
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0.7887354493141174
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0.7843722105026245
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0.7753621935844421
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