Simulation based option pricing
Denis Belomestny and Grigori N. Milstein
| Year of publication: |
2009
|
|---|---|
| Authors: | Belomestny, Denis ; Milʹstejn, Grigorij N. |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 363-378
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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://www.econbiz.de/10003746423