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scientific article; zbMATH DE number 1990819 - MaRDI portal

scientific article; zbMATH DE number 1990819

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Publication:4430992

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zbMath1028.60051MaRDI QIDQ4430992

Wai-Ki Ching

Publication date: 13 October 2003

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

zbMATH Keywords

Brownian bridge Monte Carlo simulation option valuation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)

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