Using simulation for option pricing

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2000, Pages 151-157

  Charnes, John M ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER PROGRAMMING; COMPUTER SOFTWARE; FINANCE; MONTE CARLO METHODS;

OPTION PRICING; VARIANCE REDUCTION;

COMPUTER SIMULATION;

EID: 0034428952     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (37)