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The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives
The purpose of the study is to reduce the error in the pricing process of financial derivatives, as well as to obtain more accurate product values, thereby reducing transaction costs, accelerating transaction speed, establishing a larger investment scale, and enabling investors to obtain excellent r...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7046269/ https://www.ncbi.nlm.nih.gov/pubmed/32108828 http://dx.doi.org/10.1371/journal.pone.0229737 |