Work

Advanced Monte Carlo Methods for Barrier and Related Exotic Options

Year: 2009

Type: book-chapter

Source: Handbook of numerical analysis

DOI: 10.1016/s1570-8659(08)00012-4

Author: Emmanuel Gobet

Institutions: Centre National de la Recherche Scientifique, École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique, Laboratoire Jean Kuntzmann, Pôle de recherche et d'enseignement supérieur Université de Grenoble

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1524189088

FWCI: 6.667

Cites: 29

Cited by: 37

Related to: 10