Work

Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC)

Year: 2007

Type: article

DOI: 10.5555/1351542.1351715

Authors: Gang Zhao, Tarik Borogovac, Pirooz Vakili

Institution: Boston University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2157520134

FWCI: 2.366

Cites: 9

Cited by: 4

Related to: 10