Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES - MaRDI portal

BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (Q5221479)

From MaRDI portal
scientific article; zbMATH DE number 7182442
Language Label Description Also known as
English
BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES
scientific article; zbMATH DE number 7182442

    Statements

    title
    BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES (English)
    0 references
    author
    Michael A. Kouritzin
    0 references
    Anne MacKay
    0 references
    publication date
    26 March 2020
    0 references
    zbMATH Keywords
    American options
    0 references
    sequential Monte Carlo
    0 references
    branching processes
    0 references
    Heston model
    0 references
    stochastic approximation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60G40
    0 references
    91B70
    0 references
    zbMATH DE Number
    7182442
    0 references
    arXiv ID
    1907.00219
    0 references
    Wikidata QID
    Q126560077
    0 references
    OpenAlex ID
    W2995480943
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5221479&oldid=37094298"
    Powered by MediaWiki