scientific article; zbMATH DE number 2051206

zbMATH Open1062.91032MaRDI QIDQ4453498FDOQ4453498

Phelim Boyle

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

Monte Carlo methodoptimal portfolio weightsAmerican style options

Mathematics Subject Classification ID

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

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Full Monte Carlo Approach to Computational Finance

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