American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods (Q4902223)
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scientific article; zbMATH DE number 6130652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods |
scientific article; zbMATH DE number 6130652 |
Statements
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods (English)
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25 January 2013
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American options
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Malliavin calculus
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Monte Carlo
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graphic processing unit
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