Streamlining Monte Carlo Simulation with the Quasi-Analytic Method

• 30 November 1995
• journal article
• Published by With Intelligence LLC in The Journal of Derivatives
• Vol. 3  (2) , 29-51
• https://doi.org/10.3905/jod.1995.407941

Abstract

Keywords

• MONTE CARLO SIMULATION
• ANALYTIC METHOD
• QUASI ANALYTIC
• STREAMLINING MONTE CARLO