Variance reduction for MC/QMC methods to evaluate option prices
Jean-Pierre Fouque, Chuan-Hsiang Han, and Yongzeng Lai
| Year of publication: |
2009
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Han, Chuan-Hsiang ; Lai, Yongzeng |
| Published in: |
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering. - Singapore : World Scientific Pub Co Inc, ISBN 981-4273-46-5. - 2009, p. 27-48
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| 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/10003871156