scientific article; zbMATH DE number 5885646

zbMATH Open1224.91147MaRDI QIDQ2997446FDOQ2997446

Authors: G. I. Belyavskij, Natalya Danilova, S. S. Sushko 

Publication date: 6 May 2011

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zbMATH Keywords

option pricingapproximationMonte Carlo methodcontingent claimbinary \((B,S)\)-market

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Microeconomic theory (price theory and economic markets) (91B24)

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