QUASIRANDOM TREE METHOD FOR PRICING AMERICAN STYLE DERIVATIVES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803742)
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scientific article; zbMATH DE number 1895590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUASIRANDOM TREE METHOD FOR PRICING AMERICAN STYLE DERIVATIVES(Special Issue on Theory, Methodology and Applications in Financial Engneering) |
scientific article; zbMATH DE number 1895590 |
Statements
QUASIRANDOM TREE METHOD FOR PRICING AMERICAN STYLE DERIVATIVES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (English)
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2002
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quasirandom tree method
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Monte Carlo method
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