scientific article; zbMATH DE number 5865552
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Publication:3083937
General theory of mathematical modeling (00A71) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Applications of mathematical programming (90C90) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)
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