Monte Carlo methods for security pricing (Q1391435)
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scientific article; zbMATH DE number 1178019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for security pricing |
scientific article; zbMATH DE number 1178019 |
Statements
Monte Carlo methods for security pricing (English)
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22 July 1998
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Monte Carlo simulation
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quasi-Monte Carlo
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option pricing
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variance reduction
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derivative estimation
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0.99999994
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0.9399903
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0.93662506
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0.9292921
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