Work

Efficient estimation of option price and price sensitivities via Structured Database Monte Carlo (SDMC)

Year: 2007

Type: conference-paper

Source: Winter Simulation Conference

DOI: 10.1109/wsc.2007.4419695

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: W4247762396

FWCI: 9.233

Cites: 7

Cited by: 6

Related to: 10