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scientific article; zbMATH DE number 7113166 - MaRDI portal

scientific article; zbMATH DE number 7113166

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Publication:5196348

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DOI10.3969/J.ISSN.0253-2778.2018.11.007zbMath1438.91185MaRDI QIDQ5196348

Yongfeng Wei, Xiang Zheng

Publication date: 2 October 2019

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

zbMATH Keywords

option pricing Monte Carlo simulation option hedging barrier options Merton model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)

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