免費 Monte Carlo Methods for Security Pricing

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Monte Carlo Methods for security pricing - Boyle.pdf (2.32 MB)

2014-4-20 00:18:20 上传

Monte Carlo Methods for Security Pricing
by P. Boyle, M. Broadie, P. Glasserman

This is classic paper on Monte Carlo simulation.  

Key Words:  Monte Carlo Simulation, Quasi-Monte Carlo, Option Pricing, Variance Reduction and Derivative Estimation

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关键词：Monte Carlo security Methods Pricing Method classic

谢谢楼主！！！

same as this one?  http://www.math.ku.dk/~rolf/teaching/ctff03/BoyBroGlasJEDC.pdf

thanks for sharing !!!

文章一篇55页，sd上的