| Display title | Monte Carlo methods for option pricing |
| Default sort key | Monte Carlo methods for option pricing |
| Page length (in bytes) | 16,125 |
| Namespace ID | 0 |
| Page ID | 250491 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
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| Counted as a content page | Yes |
| HandWiki item ID | None |
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| Page creator | imported>JStaso |
| Date of page creation | 07:31, 27 June 2023 |
| Latest editor | imported>JStaso |
| Date of latest edit | 07:31, 27 June 2023 |
| Total number of edits | 1 |
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Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | 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... |
