Work

Continuous-Time Monte Carlo Methods and Variance Reduction

Year: 1997

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9781139173056.003

Author: Nigel J. Newton

Institution: University of Essex

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W150531289

FWCI: 9.665

Cites:

Cited by: 24

Related to: 10