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DOI10.3969/j.issn.0253-374x.2009.12.026zbMath1224.91182MaRDI QIDQ3072844

Jing Zhou, Jun Mei Ma, Cheng-long Xu

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatility Monte Carlo method derivatives control variate variance swap

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)

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