scientific article; zbMATH DE number 6157875

zbMath1272.91126MaRDI QIDQ4918639

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Publication date: 25 April 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Asian optionAmerican optionlookback optionEuropean optionMonte Carlo simulation method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

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