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Publication:3107273
zbMath1247.91183MaRDI QIDQ3107273
Publication date: 21 December 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlostochastic processesMATLABLongstaff-Schwartz algorithmquantitative financeIto calculusBlack-Scholes mode
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integrals (60H05)
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