Monte Carlo techniques in pricing and using derivatives
Year of publication: |
2010
|
---|---|
Authors: | Marshall, Cara M. |
Published in: |
Financial derivatives : pricing and risk management. - Hoboken, NJ [u.a.] : Wiley, ISBN 978-0-470-49910-8. - 2010, p. 425-440
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Simulation | Derivat | Derivative |
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