Publication:2999362
From MaRDI portal
zbMath1224.91184MaRDI QIDQ2999362
Natalia C. Roşca, Alin V. Roşca
Publication date: 13 May 2011
Full work available at URL: https://eudml.org/doc/224552
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G60: Numerical methods (including Monte Carlo methods)
65C05: Monte Carlo methods
91G20: Derivative securities (option pricing, hedging, etc.)