Pricing Bermudan options using low-discrepancy mesh methods (Q5397421)
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scientific article; zbMATH DE number 6260375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Bermudan options using low-discrepancy mesh methods |
scientific article; zbMATH DE number 6260375 |
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Pricing Bermudan options using low-discrepancy mesh methods (English)
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20 February 2014
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Black-Scholes model
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option pricing
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simulation
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numerical methods
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Monte Carlo methods
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currency derivatives
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