Monte Carlo techniques in pricing and using derivatives
Cara M. Marshall
| Year of publication: |
2010
|
|---|---|
| Authors: | Marshall, Cara M. |
| Published in: |
Financial derivatives : pricing and risk management. - Hoboken, NJ [u.a.] : Wiley, ISBN 978-0-470-49910-8. - 2010, p. 425-440
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Simulation | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003920439