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Ji et al., 2017 - Google Patents

Monte-carlo methods in financial modeling

Ji et al., 2017

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Document ID
9878696196544334418
Author
Ji C
Wang T
Yin L
Publication year
Publication venue
Monte-Carlo Simulation-Based Statistical Modeling

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Snippet

The last decade has witnessed fast growing applications of Monte-Carlo methodology to a wide range of problems in financial economics. This chapter consists of two topics: market microstructure modeling and Monte-Carlo dimension reduction in option pricing. Market …
Continue reading at ndl.ethernet.edu.et (PDF) (other versions)

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