scientific article
From MaRDI portal
Publication:2771104
zbMath0991.91026MaRDI QIDQ2771104
Phelim P. Boyle, Mark N. Broadie, Paul Glasserman
Publication date: 25 August 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Random number generation in numerical analysis (65C10)
Related Items (3)
Monte Carlo Euler approximations of HJM term structure financial models ⋮ Rapid and accurate development of prices and Greeks fornth to default credit swaps in the Li model ⋮ A two-step simulation procedure to analyze the exercise features of American options
This page was built for publication:
