可赎回衍生品蒙特卡洛定价的有效子模拟无上界及对现有方法的各种改进

Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies

Journal of Economic Dynamics and Control · 2013
被引 15
ABS 3
金融工程衍生品定价蒙特卡洛方法数值优化