A new sampling strategy willow tree method with application to path-dependent option pricing
Work
Year: 2013
Type: article
Source: Quantitative Finance
Authors Wei Xu, Zhiwu Hong, Chenxiang Qin
Institutions Tongji University, Xiamen University
Cites: 9
Cited by: 24
Related to: 10
FWCI: 0.659
Citation percentile (by year/subfield): 92.45
Subfield: Finance
Domain: Social Sciences
Open Access status: closed