Publication:4996160
From MaRDI portal
DOI10.3969/J.ISSN.1000-5137.2020.05.004zbMath1474.91226MaRDI QIDQ4996160
Jizhou Zhang, Dan Zhao, Yi Fu, Yang Wang
Publication date: 1 July 2021
Monte Carlo simulation; market model; pricing; structured financial products; discounted cash flow model
91G30: Interest rates, asset pricing, etc. (stochastic models)