The combined Monte Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes (Q892081)
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scientific article; zbMATH DE number 6510950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The combined Monte Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes |
scientific article; zbMATH DE number 6510950 |
Statements
The combined Monte Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes (English)
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18 November 2015
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Monte Carlo method
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Black-Scholes formula
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stochastic volatility
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