scientific article; zbMATH DE number 2051206

zbMATH Open1062.91032MaRDI QIDQ4453498FDOQ4453498

Authors: Phelim Boyle 

Publication date: 7 March 2004

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

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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 (6)

• Some applications of \(M\)-ary detection in quantitative finance
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• Computation of optimal portfolios using simulation-based dimension reduction
• Low-discrepancy simulation
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• On a Full Monte Carlo Approach to Computational Finance

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