Work

Financial Applications of Monte Carlo and Quasi-Monte Carlo Methods

Year: 1998

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-1-4612-1702-2_7

Author: Shu Tezuka

Institution: IBM Research - Tokyo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W102033142

FWCI: 17.31

Cites: 40

Cited by: 35

Related to: 10