scientific article

DOI10.16088/J.ISSN.1001-6600.2016.02.013zbMath1363.91116MaRDI QIDQ3180402

Guohe Deng, Xian Wen

Publication date: 6 January 2017

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

zbMATH Keywords

stochastic volatilitybarrier optiondual variable technique

Mathematics Subject Classification ID

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

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