Work

Weighted Monte Carlo: a New Technique for Calibrating Asset-pricing Models

Year: 2001

Type: book-chapter

Source: WORLD SCIENTIFIC eBooks

DOI: 10.1142/9789812810663_0009

Authors: MARCO AVELLANEDA, ROBERT BUFF, CRAIG FRIEDMAN, NICOLAS GRANDECHAMP, LUKASZ KRUK, JOSHUA NEWMAN

Institutions: Courant Institute of Mathematical Sciences, New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2595648241

FWCI: 8.098

Cites: 6

Cited by: 79

Related to: 10