New acceleration schemes with the asymptotic expansion in Monte Carlo simulation
Year of publication: |
2006
|
---|---|
Authors: | Takahashi, Akihiko ; Uchida, Yoshihiko |
Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 8.2006, p. 411-431
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Methodenlehre | Statistical theory | Simulation | Optionspreistheorie | Option pricing theory |
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