Monte Carlo Pricing in the Schöbel-Zhu Model and its Extensions
Year of publication: |
2011
|
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Authors: | van Haastrecht, Alexander |
Other Persons: | Lord, Roger (contributor) ; Pelsser, Antoon (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Statistische Methodenlehre | Statistical theory |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 8, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1485403 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General |
Source: | ECONIS - Online Catalogue of the ZBW |
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