<--- Back to Details
First PageDocument Content
Options / Mathematical finance / Randomness / Monte Carlo methods / Investment / Variance reduction / Binomial options pricing model / Control variates / Black–Scholes / Statistics / Probability and statistics / Financial economics
Date: 2011-01-11 17:39:28
Options
Mathematical finance
Randomness
Monte Carlo methods
Investment
Variance reduction
Binomial options pricing model
Control variates
Black–Scholes
Statistics
Probability and statistics
Financial economics

Add to Reading List

Source URL: www.bus.lsu.edu

Download Document from Source Website

File Size: 124,97 KB

Share Document on Facebook

Similar Documents

IEEE TRANSACTIONS ON COMPUTATIONAL INTELLIGENCE AND AI IN GAMES, VOL. 4, NO. 1, MARCHA Survey of Monte Carlo Tree Search Methods Cameron Browne, Member, IEEE, Edward Powley, Member, IEEE, Daniel Whitehouse, Memb

DocID: 1ufs4 - View Document

Multifidelity Monte Carlo Methods for Uncertainty Quantification Karen E. Willcox Joint work with Tiangang Cui, Max Gunzburger, Boris Kramer, Youssef Marzouk, Benjamin Peherstorfer

DocID: 1tLWW - View Document

Monte Carlo Methods Lecture slides for Chapter 17 of Deep Learning www.deeplearningbook.org Ian Goodfellow Last updated

DocID: 1tF09 - View Document

IEEE TRANSACTIONS ON COMPUTATIONAL INTELLIGENCE AND AI IN GAMES, VOL. 4, NO. 1, MARCHA Survey of Monte Carlo Tree Search Methods Cameron Browne, Member, IEEE, Edward Powley, Member, IEEE, Daniel Whitehouse, Memb

DocID: 1tjL6 - View Document

Advances in Markov chain Monte Carlo methods Iain Murray M.A., M.Sci., Natural Sciences (Physics), University of Cambridge, UKGatsby Computational Neuroscience Unit

DocID: 1tdYD - View Document