scientific article; zbMATH DE number 5232179

MaRDI QIDQ5440465zbMATH OpenFDO

Authors Giuseppe Di Biase, Raimondo Manca, Jacques Janssen

Publication date 5 February 2008

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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