Pricing and hedging with discontinuous functions : quasi-Monte Carlo methods and dimensions reduction
Xiaoqun Wang; Ken Seng Tan
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Xiaoqun ; Ken Seng Tan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 2, p. 376-389
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| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Preismanagement | Pricing strategy | Hedging | Derivat | Derivative | Simulation | Experiment |
| 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://ebvufind01.dmz1.zbw.eu/10009713876