Rate of convergence of Monte Carlo simulations for the Hobson-Rogers model
Fabio Antonelli; Valentina Prezioso
| Year of publication: |
2008
|
|---|---|
| Authors: | Antonelli, Fabio ; Prezioso, Valentina |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 8, p. 889-904
|
| Subject: | Derivat | Derivative | Preistheorie | Price theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003812859