Monte Carlo methods for security pricing
Phelim Boyle ; Mark Broadie ; Paul Glasserman
| Year of publication: |
1997
|
|---|---|
| Authors: | Boyle, Phelim P. |
| Other Persons: | Broadie, Mark (contributor) ; Glasserman, Paul (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 8, p. 1267-1321
|
| Subject: | Simulation | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001222048