Parallel American Monte Carlo
Year of publication: |
2014
|
---|---|
Authors: | Herrera, Calypso |
Other Persons: | Paulot, Louis (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 7, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2421138 [DOI] |
Classification: | C60 - Mathematical Methods and Programming. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Zellner, Arnold, (2011)
-
Path-Dependent Options Pricing : A Quasi Monte Carlo Simulation Approach with MATLAB
Au Yeung, Jay, (2010)
-
Diffusion Equation and Monte Carlo
Österling, Anders Eskil, (2011)
- More ...
-
Herrera, Calypso, (2014)
-
One-dimensional pricing of CPPI
Paulot, Louis, (2011)
-
Arbitrage-Free Pricing Before and Beyond Probabilities
Paulot, Louis, (2013)
- More ...