Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211)
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scientific article; zbMATH DE number 6606028
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing |
scientific article; zbMATH DE number 6606028 |
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Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (English)
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25 July 2016
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finance
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financial engineering
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option pricing
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Greeks
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simulation
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quasi-Monte Carlo methods
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path simulation method
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discontinuity
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effective dimension
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0.8372093
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0.8352327
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0.82809514
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0.8200939
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0.8185718
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0.81626093
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