scientific article; zbMATH DE number 7028958

zbMath1424.91166MaRDI QIDQ4624753

Rong-Da Chen, Shiqiang Hu

Publication date: 22 February 2019

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

zbMATH Keywords

Gibbs samplinglimited dataBayesian MCMClongevity derivative pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Derivative securities (option pricing, hedging, etc.) (91G20)

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