Multilevel Monte Carlo for Asian options and limit theorems (Q742078)
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scientific article; zbMATH DE number 6345431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo for Asian options and limit theorems |
scientific article; zbMATH DE number 6345431 |
Statements
Multilevel Monte Carlo for Asian options and limit theorems (English)
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17 September 2014
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central limit theorem
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multilevel Monte Carlo methods
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Asian options
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finance
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0.93975466
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0.9073321
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0.90039814
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0.89985716
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0.8917572
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0.8856288
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0.88514465
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