scientific article; zbMATH DE number 1286166

MaRDI QIDQ4242693zbMATH OpenFDO

Authors S. S. Artem'ev

Publication date 11 May 1999

zbMATH Keywords

investment strategyoptions pricingstochastic model

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

Cited in

(7)

• A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes
• A simulation study of IT outsourcing in the credit card business
• scientific article; zbMATH DE number 1286164 (Why is no real title available?)
• scientific article; zbMATH DE number 1498434 (Why is no real title available?)
• Simulation Techniques in Financial Risk Management
• scientific article; zbMATH DE number 2202272 (Why is no real title available?)
• The combined Monte Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes

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