A hybrid computational approach for option pricing
Song-Ping Zhu and Xin-Jiang He
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Zhu, Song-Ping ; He, Xin-Jiang |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 5.2018, 3, p. 1-16
|
| Subject: | Combination | Monte Carlo | ADI | efficiency | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786318500214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011923019