Convergence of Monte Carlo simulations involving the mean-reverting square root process
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
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Simulation |
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