Automated option pricing : numerical methods
Pierre Henry-Labordère
| Year of publication: |
2013
|
|---|---|
| Authors: | Henry-Labordère, Pierre |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 8, p. 1-27
|
| Subject: | Linear programing | model-independent bounds | weighted Monte Carlo | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Numerisches Verfahren | Numerical analysis |
| 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/10010243611