A general method for debiasing a Monte Carlo estimator (Q5388196)
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scientific article; zbMATH DE number 6025261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general method for debiasing a Monte Carlo estimator |
scientific article; zbMATH DE number 6025261 |
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A general method for debiasing a Monte Carlo estimator (English)
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18 April 2012
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Monte Carlo simulation
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Markov chain Monte Carlo
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unbiased estimates
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numerical integration
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finance
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stochastic volatility model
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option pricing
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Newton's method
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stochastic integral
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