scientific article; zbMATH DE number 6263670

DOI10.3969/J.ISSN.1006-6330.2013.03.009zbMath1299.91174MaRDI QIDQ5399840

Yi Fu, Jizhou Zhang, Ze'Nan Weng

Publication date: 28 February 2014

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

zbMATH Keywords

Monte Carlo methodstochastic interest ratecontrol variatebasket option

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

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