Title of article
Monte Carlo methods for security pricing
Author/Authors
Phelim Boyle، نويسنده , , Mark Broadie، نويسنده , , Paul Glasserman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
55
From page
1267
To page
1321
Keywords
& Derivative estimation , Variancereduction , Monte Carlo simulation , Quasi-Monte Carlo , option pricing
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237472
Link To Document