scientific article; zbMATH DE number 1984174

zbMATH Open1053.91058MaRDI QIDQ4427821

Nikolaos Demiris

Publication date: 22 September 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

Monte Carlo simulationfinancial derivativemultivariate diffusionscreated very complexno analytic solutionsstochastic processers

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05)

Related Items (5)

Finance with Monte Carlo ⋮ Monte Carlo methods for security pricing ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Monte Carlo Computation in Finance

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