Naima Soukher

University Hassan II of Casablanca - Department of Mathematics

Casablanca

Morocco

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Scholarly Papers (1)

1.

Variance Reduction and Efficiency of Monte Carlo Simulation in Financial Model

Number of pages: 7 Posted: 14 Dec 2017
University Hassan II of Casablanca - Department of Mathematics, University Cadi Ayyad - Department of Mathematics, University Hassan II of Casablanca - Department of Mathematics, University Hassan II of Casablanca - Department of Mathematics and University Hassan II of Casablanca
Downloads 38 (436,315)

Abstract:

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Monte Carlo, Simulation, Stochastics, Variance, Finance