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Robbins–Monro algorithms and variance reduction in finance

Year: 2003

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2003.111

Author: Bouhari Arouna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W137264070

FWCI: 1.651

Cites:

Cited by: 54

Related to: 10