Efficient option pricing with importance sampling
碩士 === 國立中央大學 === 統計研究所 === 100 === Along with the rapid development of financial instruments, pricing options correctly and efficiently remains a critical issue both in industry and in academy. However, closedform formulas for exotic or complicated options price rarely exist even under the standard...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/46512240303548318558 |