Q4352227
type: Item
instance of: scholarly article
zbMATH Open document ID: 0881.90015
author: Soren S. Nielsen
publication date: 1997-08-28T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 1054684
zbMATH Keywords: valuation of derivative financial instruments
zbMATH Keywords: binomial lattice
zbMATH Keywords: importance sampling
zbMATH Keywords: two-stage sampling procedure
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1054684