Estimating Security Price Derivatives Using Simulation
type: Item
instance of: scholarly article
title: Estimating Security Price Derivatives Using Simulation
zbMATH Open document ID: 0881.90018
author: Mark Broadie
author: Paul Glasserman
published in: Management Science
publication date: 1997-11-12T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1085145
zbMATH Keywords: derivative estimation
zbMATH Keywords: option pricing
zbMATH Keywords: simulation
zbMATH Keywords: estimating security prices
zbMATH Keywords: pathwise method
zbMATH Keywords: likelihood ratio method
MaRDI profile type: Publication
full work available at URL: mnsc.42.2.269
OpenAlex ID: W2122272911
DOI: 10.1287/MNSC.42.2.269
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description: scientific article; zbMATH DE number 1085145