Author

Joshua Newman

Observed names: JOSHUA NEWMAN, Joshua Neal Newman

Institutions: Courant Institute of Mathematical Sciences, New York University

Observed institutions: Courant Institute of Mathematical Sciences, New York University

OpenAlex ID: A5087401474

Weighted Monte Carlo: A New Technique for Calibrating Asset-Pricing Models

2000 · Marco Avellaneda, Robert Buff, et al. · Springer eBooks · 84

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

2001 · MARCO AVELLANEDA, ROBERT BUFF, et al. · WORLD SCIENTIFIC eBooks · 79

Works count: 3

Citation count: 163

H-index: 2

I10-index: 2