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Applied mathematical finance
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Coupling backward induction with Monte Carlo simulations : a fast Fourier transform (FFT) approach
Rebonato, Riccardo
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 131-141
Persistent link: https://www.econbiz.de/10001245473
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Default risk and derivative products
Cooper, Ian
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 53-74
Persistent link: https://www.econbiz.de/10001209609
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3
Coupling backward induction with Monte Carlo simulations: A fast Fourier transform (FFT) approach
Rebonato, Riccardo
;
Cooper, Ian
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 131
Persistent link: https://www.econbiz.de/10008218760
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