A new sampling strategy willow tree method with application...

Quantitative Finance 2013 / 06 Vol. 13; Iss. 6

A new sampling strategy willow tree method with application to path-dependent option pricing

Xu, Wei, Hong, Zhiwu, Qin, Chenxiang
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.762111
Date:
June, 2013
File:
PDF, 407 KB
english, 2013
Conversion to is in progress
Conversion to is failed