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Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke; Poon, Ser-Huang - In: Handbook of research methods and applications in …, (pp. 148-168). 2013
Persistent link: https://www.econbiz.de/10011897397
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Markow Chain Monte Carlo with particle filtering
Lee, Yong Woong; Poon, Ser-Huang - In: Handbook of research methods and applications in …, (pp. 169-193). 2013
Persistent link: https://www.econbiz.de/10011897443