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Pricing exotic options using MSL-MC - MaRDI portal

Pricing exotic options using MSL-MC (Q2866370)

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scientific article; zbMATH DE number 6238215
Language Label Description Also known as
English
Pricing exotic options using MSL-MC
scientific article; zbMATH DE number 6238215

    Statements

    title
    Pricing exotic options using MSL-MC (English)
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    author
    Klaus Schmitz Abe
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    publication date
    13 December 2013
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    zbMATH Keywords
    exotic options
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    stochastic models
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    derivative pricing models
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    pricing of financial securities
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    options pricing
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    numerical methods for option pricing
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    Monte Carlo methods
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65C30
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    zbMATH DE Number
    6238215
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    OpenAlex ID
    W2158635087
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