scientific article; zbMATH DE number 1082312
From MaRDI portal
Publication:4365245
zbMath0874.00033MaRDI QIDQ4365245
No author found.
Publication date: 2 November 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
Related Items (7)
Derivative pricing with non-linear Fokker-Planck dynamics ⋮ Fast numerical valuation of American, exotic and complex options ⋮ Preposterior analysis for option pricing ⋮ Investing for Retirement ⋮ A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$ ⋮ Diffusion-Based Models for Financial Markets Without Martingale Measures ⋮ Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
This page was built for publication: