Q4583455
type: Item
instance of: scholarly article
zbMATH Open document ID: 1394.60035
author: Hi Jun Choe
author: Jeong Ho Chu
author: Jong-Eun Kim
publication date: 2018-08-30T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 6929693
zbMATH Keywords: discrete asset model
zbMATH Keywords: Monte Carlo
zbMATH Keywords: geometric fractional Brownian motion
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Euler-Maruyama scheme
zbMATH Keywords: Black-Scholes model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6929693