scientific article; zbMATH DE number 2051206

MaRDI QIDQ4453498zbMATH OpenFDO

Authors Phelim Boyle

Publication date 7 March 2004

zbMATH Keywords

American style optionsMonte Carlo methodoptimal portfolio weights

Mathematics Subject Classification ID

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

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Cited in

(7)

• Computation of optimal portfolios using simulation-based dimension reduction
• Low-discrepancy simulation
• scientific article; zbMATH DE number 1286166 (Why is no real title available?)
• scientific article; zbMATH DE number 1759475 (Why is no real title available?)
• Applications of Monte Carlo/quasi-Monte Carlo methods in finance: option pricing
• Some applications of \(M\)-ary detection in quantitative finance
• On a Full Monte Carlo Approach to Computational Finance

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