Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge.
Hanbyeol JangJian WangJunseok KimPublished in: Monte Carlo Methods Appl. (2019)
Keyphrases
- information security
- security systems
- intrusion detection
- computer security
- access control
- security policies
- security requirements
- security problems
- long run
- optimal control
- security issues
- fractal dimension
- random fields
- security properties
- network security
- statistical databases
- functional requirements
- financial markets
- security model
- security level
- security threats
- security management
- security measures