Marcin Paprzycki · @marcinpaprzycki
19 followers · 229 posts · Server masto.ai

Presenting efficient optimization technique for Monte Carlo methods: “A Stochastic Optimization Method for European Option Pricing” by Venelin Todorov, Slavi Georgiev. Communication Papers of the 17th Conference on Computer Science and Intelligence Systems(15th International Workshop on Computational Optimization), appeared in: Maria Ganzha, L. Maciaszek, Marcin Paprzycki, Dominik Ślęzak (eds); ACSIS, Vol. 32, pages 97–100 (2022).


Open Access: lnkd.in/du5sYcRA

#europeanoption #montecarlo

Last updated 2 years ago