Abstract
Among programming techniques used for trading equity markets, Monte Carlo simulation has a special place due to factors such as its wide applicability and easy implementation. These methods can be used to implement strategies for market analysis such as price forecasting, or to validate options trading strategies, for example.
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Oliveira, C. (2023). Monte Carlo Methods. In: Options and Derivatives Programming in C++23. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-9827-5_13
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DOI: https://doi.org/10.1007/978-1-4842-9827-5_13
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Publisher Name: Apress, Berkeley, CA
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