Risk management with local least squares Monte Carlo (Q6569736)
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scientific article; zbMATH DE number 7878771
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk management with local least squares Monte Carlo |
scientific article; zbMATH DE number 7878771 |
Statements
Risk management with local least squares Monte Carlo (English)
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9 July 2024
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least square Monte Carlo
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risk management
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option valuation
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0.7533482313156128
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0.6799110174179077
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0.6796987056732178
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0.6785654425621033
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0.6756863594055176
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