Matches in DBpedia 2016-04 for { <http://dbpedia.org/resource/Monte_Carlo_methods_for_option_pricing> ?p ?o }
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "Monte Carlo methods for option pricing #Least Square Monte Carlo".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "Monte Carlo methods for option pricing".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "Monte Carlo methods".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "Monte Carlo simulation methods".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "Monte Carlo".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "Specialised simulation models".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "further".
- Monte_Carlo_methods_for_option_pricing wikiPageWikiLinkText "specialized simulation-models".
- Monte_Carlo_methods_for_option_pricing wikiPageUsesTemplate Template:Cite_book.
- Monte_Carlo_methods_for_option_pricing wikiPageUsesTemplate Template:Cite_journal.
- Monte_Carlo_methods_for_option_pricing wikiPageUsesTemplate Template:Derivatives_market.
- Monte_Carlo_methods_for_option_pricing wikiPageUsesTemplate Template:Reflist.
- Monte_Carlo_methods_for_option_pricing subject Category:Mathematical_finance.
- Monte_Carlo_methods_for_option_pricing subject Category:Monte_Carlo_methods_in_finance.
- Monte_Carlo_methods_for_option_pricing type Field.
- Monte_Carlo_methods_for_option_pricing type Method.
- Monte_Carlo_methods_for_option_pricing type Occupation.
- Monte_Carlo_methods_for_option_pricing comment "In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The first application to option pricing was by Phelim Boyle in 1977 (for European options). In 1996, M. Broadie and P. Glasserman showed how to price Asian options by Monte Carlo. In 2001 F. A. Longstaff and E. S. Schwartz developed a practical Monte Carlo method for pricing American-style options.".
- Monte_Carlo_methods_for_option_pricing label "Monte Carlo methods for option pricing".
- Monte_Carlo_methods_for_option_pricing sameAs Q6904701.
- Monte_Carlo_methods_for_option_pricing sameAs m.05vxns.
- Monte_Carlo_methods_for_option_pricing sameAs Q6904701.
- Monte_Carlo_methods_for_option_pricing wasDerivedFrom Monte_Carlo_methods_for_option_pricing?oldid=649835924.
- Monte_Carlo_methods_for_option_pricing isPrimaryTopicOf Monte_Carlo_methods_for_option_pricing.