Chapter 9 Option Pricing Using Monte Carlo Methods
| Year of publication: |
2020
|
|---|---|
| Authors: | Chakravarty, Satya R. ; Sarkar, Palash |
| Published in: |
An introduction to algorithmic finance, algorithmic trading and blockchain. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-78973-895-7. - 2020, p. 57-62
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1108/978-1-78973-893-320201009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015089857