J. Bouyaghroumni

University Hassan II of Casablanca - Department of Mathematics

Casablanca

Morocco

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Scholarly Papers (1)

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Variance Reduction and Efficiency of Monte Carlo Simulation in Financial Model

Number of pages: 7 Posted: 14 Dec 2017
Naima Soukher, B. Daafi, J. Bouyaghroumni, A. Namir and F. Lahmidi
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
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Abstract:

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Monte Carlo, Simulation, Stochastics, Variance, Finance