Optimization of option pricing : - Variance reduction and low-discrepancy techniques
In recent years, the importance and the interest in financial instrument especially derivatives have increased. The Nobel Prize in Economics 1997 was dedicated to Black & Scholes for their work with finding a new method that estimates option prices for Plain Vanilla Options. Since the dynami...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Umeå universitet, Företagsekonomi
2020
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-173093 |