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scientific article; zbMATH DE number 2121546 - MaRDI portal

scientific article; zbMATH DE number 2121546

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Publication:4830344

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zbMath1068.91036MaRDI QIDQ4830344

Ghada Alobaidi, Roland Mallier

Publication date: 9 December 2004

Full work available at URL: https://eudml.org/doc/219630

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

zbMATH Keywords

Monte Carlo American options

Mathematics Subject Classification ID

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

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