Certifiably Pseudorandom Financial Derivatives

DOI10.1137/17M1161828;zbMath1427.91285MaRDI QIDQ5244399

David Zuckerman

Publication date: 21 November 2019

Published in: SIAM Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://epubs.siam.org/doi/pdf/10.1137/17M1161828

zbMATH Keywords

derivativefinancepseudorandomexpander graph

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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