Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Josselin Garnier; Abdennebi Omrane; Youssef Rouchdy
| Year of publication: |
2009
|
|---|---|
| Authors: | Garnier, Josselin ; Omrane, Abdennebi ; Rouchdy, Youssef |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 198.2009, 3 (1.11.), p. 848-858
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Derivat | Derivative | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003857819