AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737)
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scientific article; zbMATH DE number 6288157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AUTOMATED OPTION PRICING: NUMERICAL METHODS |
scientific article; zbMATH DE number 6288157 |
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AUTOMATED OPTION PRICING: NUMERICAL METHODS (English)
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25 April 2014
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linear programming
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model-independent bounds
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weighted Monte Carlo
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