Total risk minimization using Monte Carlos simulations
Thomas F. Coleman; Yuying Li; Maria-Christina Patron
| Year of publication: |
2008
|
|---|---|
| Authors: | Coleman, Thomas F. ; Li, Yuying ; Patron, Maria-Christina |
| Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 593-635
|
| Subject: | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Black-Scholes-Modell | Black-Scholes model |
| 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://www.econbiz.de/10003567761