An introduction to Monte Carlo-Tree (MC-Tree) method
| dc.contributor.author | Trinh, Yen Thuan | |
| dc.contributor.author | Hanzon, Bernard | |
| dc.contributor.editor | O'Driscoll, Conor | en |
| dc.contributor.editor | Niemitz, Lorenzo | en |
| dc.contributor.editor | Murphy, Stephen | en |
| dc.contributor.editor | Cheemarla, Vinay Kumar Reddy | en |
| dc.contributor.editor | Meyer, Melissa Isabella | en |
| dc.contributor.editor | Taylor, David Emmet Austin | en |
| dc.contributor.editor | Cluzel, Gaston | en |
| dc.date.accessioned | 2023-06-16T08:37:06Z | |
| dc.date.available | 2023-06-16T08:37:06Z | |
| dc.date.issued | 2022 | |
| dc.description.abstract | The article aims to introduce concepts in option pricing and risk management. Pricing and risk management is one of the fundamental problems in financial mathematics. Then readers may explore further to understand how to use mathematical models in pricing and risk management. More specifically, our research introduces a new method called Monte Carlo-Tree (MC-Tree), for option pricing and risk management with high accuracy. | en |
| dc.description.status | Peer reviewed | en |
| dc.description.version | Published Version | en |
| dc.format.mimetype | application/pdf | en |
| dc.identifier.citation | Trinh, Y. T. and Hanzon, B. (2022) 'An introduction to Monte Carlo-Tree (MC-Tree) method', The Boolean: Snapshots of Doctoral Research at University College Cork, 6, pp. 94-96. doi: 10.33178/boolean.2022.1.16 | en |
| dc.identifier.doi | 10.33178/boolean.2022.1.16 | |
| dc.identifier.endpage | 96 | |
| dc.identifier.issued | 1 | |
| dc.identifier.journalabbrev | The Boolean | en |
| dc.identifier.journaltitle | The Boolean: Snapshots of Doctoral Research at University College Cork | en |
| dc.identifier.startpage | 94 | |
| dc.identifier.uri | https://hdl.handle.net/10468/14664 | |
| dc.language.iso | en | en |
| dc.publisher | The Boolean, University College Cork | en |
| dc.relation.uri | https://journals.ucc.ie/index.php/boolean/article/view/boolean-2022-17 | |
| dc.rights | © 2022, the Author(s). This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 licence (CC BY-NC-ND 4.0) | en |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.subject | Binomial trees | en |
| dc.subject | Monte Carlo method | en |
| dc.subject | Credit valuation adjustment | en |
| dc.subject | European options | en |
| dc.subject | American options | en |
| dc.subject | Counterparty credit risk | en |
| dc.title | An introduction to Monte Carlo-Tree (MC-Tree) method | en |
| dc.type | Article (peer-reviewed) | en |
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