scientific article; zbMATH DE number 1286164

MaRDI QIDQ4242691zbMATH OpenFDO

Authors S. S. Artem'ev

Publication date 11 May 1999

zbMATH Keywords

account of the premium of American style optionsdynamics of the size of the premium of optionsstatistical simulation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60)

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