Valuation of financialassets using Montecarlo: When the world is not so normal

Valuing financial assets when the world is not as normal as assumed by manyfinancial models requires a method flexible enough to function with differentdistributions which, at the same time, can incorporate discontinuities such as thosethat arise from jump processes. The Monte Carlo method fulfills...

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Bibliographic details
Volume: 7
Main Author: Maya Ochoa, Cecilia
Format: Journal Article
Language: English
Place of publication: 2004
published in: Revista de economia del Rosario Vol. 7; no. 1; pp. 1 - 18
Data of publication: 2004
ISSN: 0123-5362
EISSN: 2145-454X
Discipline: Economics
Online Access: Fulltext
Database: Dialnet (Open Access Full Text)
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