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scientific article; zbMATH DE number 1286166 - MaRDI portal

scientific article; zbMATH DE number 1286166

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Publication:4242693

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zbMath0921.90012MaRDI QIDQ4242693

S. S. Artem'ev

Publication date: 11 May 1999

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

zbMATH Keywords

stochastic model investment strategy options pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Monte Carlo methods (65C05)

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