New acceleration schemes with the asymptotic expansion in Monte Carlo simulation
Akihiko Takahashi and Yoshihiko Uchida
| Year of publication: |
2006
|
|---|---|
| Authors: | Takahashi, Akihiko ; Uchida, Yoshihiko |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 8.2006, p. 411-431
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Optionspreistheorie | Option pricing 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/10003309026