Weighted Monte Carlo: A new technique for calibrating asset-pricing models (Q2725583)
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scientific article; zbMATH DE number 1619441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted Monte Carlo: A new technique for calibrating asset-pricing models |
scientific article; zbMATH DE number 1619441 |
Statements
13 January 2002
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pricing
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hedging
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Monte Carlo models
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stochastic volatility models
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term-structure models
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Weighted Monte Carlo: A new technique for calibrating asset-pricing models (English)
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