A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives
Work
Year: 2012
Type: article
Source: Operations Research
Institution University of Maryland, College Park
Cites: 42
Cited by: 31
Related to: 10
FWCI: 1.792
Citation percentile (by year/subfield): 95.42
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed