Narrow search
Showing 1 - 5 of 5
Cover Image
An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
Cover Image
Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes
Ribeiro, Claudia; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 333-352
Persistent link: https://www.econbiz.de/10003396211
Cover Image
Comment on "Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes" by C. Ribeiro and N. Webber
Becker, Martin - In: Applied mathematical finance 17 (2010) 1/2, pp. 133-146
Persistent link: https://www.econbiz.de/10003975363
Cover Image
Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
Ribeiro, Claudia; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 333-352
Persistent link: https://www.econbiz.de/10008222265
Cover Image
An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling
Morini, Massimo; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 309-332
Persistent link: https://www.econbiz.de/10008222266