Numerical Valuation of High Dimensional Multivariate European Securities (Q4887765)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical Valuation of High Dimensional Multivariate European Securities |
scientific article; zbMATH DE number 913372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Valuation of High Dimensional Multivariate European Securities |
scientific article; zbMATH DE number 913372 |
Statements
Numerical Valuation of High Dimensional Multivariate European Securities (English)
0 references
1 October 1996
0 references
arbitrage pricing theory
0 references
pricing a contingent claim
0 references
option pricing
0 references
Monte Carlo simulation
0 references
quadratic resampling
0 references
