Monte Carlo Pricing Using Operator Methods and Measure Changes
Year of publication: |
2010
|
---|---|
Authors: | Albanese, Claudio ; Li, Hongyun |
Publisher: |
[S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 7, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1484556 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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