scientific article; zbMATH DE number 6129284
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Publication:4900817
zbMath1265.91059MaRDI QIDQ4900817
Publication date: 24 January 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
prior probabilitysmooth convergenceminimum cross entropy formalismbinomial tree option pricing model
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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