Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation (Q2926208)
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scientific article; zbMATH DE number 6362946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation |
scientific article; zbMATH DE number 6362946 |
Statements
Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation (English)
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31 October 2014
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Wishart process
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Lie symmetry
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risk-neutral pricing
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Monte Carlo methods
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