scientific article; zbMATH DE number 6288789
From MaRDI portal
Publication:5412230
zbMath1292.91185MaRDI QIDQ5412230
Kianoush Fathi Vajargah, Farshid Mehrdoust, Asghar Rahimi
Publication date: 25 April 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (2)
Multi-asset Black-Scholes model as a variable second class constrained dynamical system ⋮ An efficient algorithm for pricing reinsurance contract under the regime-switching model
This page was built for publication:
