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~person:"Alghalith, Moawia"
~person:"Cozma, Andrei"
~subject:"Monte-Carlo-Simulation"
~subject:"Nonlinear regression"
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Alghalith, Moawia
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Mathematical economics letters
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A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
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A very simple solution to non-linear partial differential equations
Alghalith, Moawia
- In:
Mathematical economics letters
1
(
2013
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010203611
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