Convergence of Monte Carlo simulations involving the mean-reverting square root process
Desmond J. Higham; Xuerong Mao
| Year of publication: |
2005
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|---|---|
| Authors: | Higham, Desmond J. ; Mao, Xuerong |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004/2005, 3, p. 35-61
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| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Simulation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002996511