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On a Full Monte Carlo Approach to Computational Finance - MaRDI portal

On a Full Monte Carlo Approach to Computational Finance (Q6165467)

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scientific article; zbMATH DE number 7720698
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English
On a Full Monte Carlo Approach to Computational Finance
scientific article; zbMATH DE number 7720698

    Statements

    title
    On a Full Monte Carlo Approach to Computational Finance (English)
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    author
    Venelin Todorov
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    publication date
    1 August 2023
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    zbMATH Keywords
    computational finance
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    Monte Carlo methods
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    European style options
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91G20
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    zbMATH DE Number
    7720698
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