A multi-level dimension reduction Monte-Carlo method for jump–diffusion models
Work
Year: 2017
Type: article
Author Duy‐Minh Dang
Institution The University of Queensland
Cites: 40
Cited by: 8
Related to: 10
FWCI: 1.538
Citation percentile (by year/subfield): 71.21
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze