Multi-asset empirical martingale price estimators derivatives (Q4639589)
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scientific article; zbMATH DE number 6867553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-asset empirical martingale price estimators derivatives |
scientific article; zbMATH DE number 6867553 |
Statements
Multi-asset empirical martingale price estimators derivatives (English)
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9 May 2018
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empirical martingale simulation
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Esscher transform
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multi-asset derivatives pricing
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0.9092002
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0.9018311
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0.8895645
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0.8869656
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0.87490344
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0.86982346
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0.8646799
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