Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options (Q6207013)
From MaRDI portal
scientific article; zbMATH DE number 900040725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options |
scientific article; zbMATH DE number 900040725 |
Statements
3 October 2007
0 references
math.PR
0 references
stat.AP
0 references
