A numerical scheme based on semi-static hedging strategy

Monte Carlo Methods and Applications 2014 / 01 Vol. 20; Iss. 4

A numerical scheme based on semi-static hedging strategy

Imamura, Yuri, Ishigaki, Yuta, Okumura, Toshiki
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:
20
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma-2014-0002
Date:
January, 2014
File:
PDF, 829 KB
english, 2014
Conversion to is in progress
Conversion to is failed