scientific article

zbMath1356.91100MaRDI QIDQ2960759

Annette Illgen, Thorsten Poddig

Publication date: 17 February 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulationvaluationexotic options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)

Uses Software

• Unnamed Item

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