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Monte Carlo methods for option pricing

Known as: Monte Carlo (disambiguation), Monte Carlo option model 
In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty… Expand
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Papers overview

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2013
2013
Measurements are required to maintain the consistent quality of all finished and semi-finished products in a production line… Expand
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2013
2013
An option is a contract which gives the owner (buyer) of the option the right, but not obligation, to buy or sell the underlying… Expand
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2011
2011
Bottle-brush polymers contain a long flexible macromolecule as a backbone to which flexible side chains are grafted. Through the… Expand
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2009
2009
  • X. Wang
  • INFORMS J. Comput.
  • 2009
  • Corpus ID: 34052826
Many problems in mathematical finance (e.g., the pricing of financial derivative securities) can be formulated as high… Expand
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2007
2007
The paper deals with Monte Carlo simulation method and its application in Risk Management. The author with the help of MATLAB 7.0… Expand
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Highly Cited
2002
Highly Cited
2002
In this paper we present an exact maximum likelihood treatment for the estimation of a Stochastic Volatility in Mean (SVM) model… Expand
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Highly Cited
1995
Highly Cited
1995
Two methods for performing statistical tolerance analysis of mechanical assemblies are compared: the Direct Linearization Method… Expand
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Highly Cited
1982
Highly Cited
1982
The use of the Monte Carlo Simulation method is discussed, as a sensitivity-testing tool for slope stability and also as a method… Expand
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1979
1979
The transport properties of an electron swarm drifting and diffusing in hydrogen as determined from a numerical solution of… Expand
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