Work

Quasi-Monte Carlo approaches to option pricing

Year: 1995

Type: report

Source: Deep Blue (University of Michigan)

Author: John R. Birge

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1534808094

Cites:

Cited by: 38

Related to: 10