Back to Search Start Over

Monte-Carlo Pricing Issues

Authors :
François Goossens
Source :
How to Implement Market Models Using VBA ISBN: 9781119065838, How to Implement Market Models Using VBA
Publication Year :
2015
Publisher :
John Wiley & Sons, Ltd, 2015.

Subjects

Subjects :
Convolution random number generator
Monte Carlo method
Statistics
Applied mathematics
Variance reduction
Linear correlation
Control variates
Importance sampling
Multivariate gaussian model
Mathematics
Antithetic variates

Details

ISBN :
978-1-119-06583-8
ISBNs :
9781119065838
Database :
OpenAIRE
Journal :
How to Implement Market Models Using VBA ISBN: 9781119065838, How to Implement Market Models Using VBA
Accession number :
edsair.doi...........b68fec3b26a8444c4a93d8fe07ba21e3
Full Text :
https://doi.org/10.1002/9781119065838.ch5
Full Text Access
View/download PDF

Tools

Authors Abstract Subjects Details