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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… 
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Papers overview

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2016
2016
Understanding the growth dynamics of physical processes in thin film growth is of great interest due to many practical… 
2015
2015
Under the smart grid environments, Demand Response Resources (DRR) as a power system resources can effectively participate in and… 
2015
2015
Techniques able to assess distribution networks reliability have to be adapted to the Smart Grid paradigm that is going to be… 
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… 
Review
2012
Review
2012
The binding and transfer of ligands is of central importance for the function of many biomolecular systems. The main topic of… 
2008
2008
In this paper,according to complex and American-Style real option characteristic of RD project for many firms,we will research… 
2008
2008
The variance reduction techniques of Monte Carlo Simulation(MCS) methods play an important role in the simulation efficiency… 
2005
2005
A power system is normally composed of a large number of generators and transmission lines that are connected through switching… 
1979
1979
The transport properties of an electron swarm drifting and diffusing in hydrogen as determined from a numerical solution of…