Correction: Sequential Monte Carlo pricing of...

The Annals of Applied Statistics 2011 / 03 Vol. 5; Iss. 1

Correction: Sequential Monte Carlo pricing of American-style options under stochastic volatility models

Rambharat, Bhojnarine R., Brockwell, Anthony E.
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Volume:
5
Journal:
The Annals of Applied Statistics
DOI:
10.1214/11-AOAS462
Date:
March, 2011
File:
PDF, 28 KB
2011
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