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Q3619786 - MaRDI portal

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    author
    Huu Tue Huynh
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    Van Son Lai
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    Issouf Soumaré
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    publication date
    9 April 2009
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    Mathematics Subject Classification ID
    60-08
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    65C05
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    91Gxx
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    zbMATH DE Number
    5542073
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    zbMATH Keywords
    Finance
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    Monte Carlo methods
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    MATLAB
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    Option Pricing
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    Interest Rate Derivatives
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    Credit Risk
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    Value at Risk
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