Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025)
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scientific article; zbMATH DE number 6635809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal search for parameters in Monte Carlo simulation for derivative pricing |
scientific article; zbMATH DE number 6635809 |
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Optimal search for parameters in Monte Carlo simulation for derivative pricing (English)
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7 October 2016
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finance
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Monte Carlo simulation
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deterministic online algorithm
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randomized online algorithm
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competitive ratio
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