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Monte Carlo method
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The journal of computational finance
Physica A: Statistical Mechanics and its Applications
15
Finance research letters
7
Economics letters
5
Agricultural Finance Review
4
Agricultural finance review
4
Applied economics
4
SFB 649 Discussion Paper
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The journal of derivatives : JOD
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Natural Hazards
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SFB 649 discussion paper
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
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China journal of accounting studies
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Pacific-Basin finance journal
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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An efficient convergant lattice method for Asian option pricing with superlinear complexity
Lu, Ling
;
Xu, Wei
;
Qian, Zhehui
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011691626
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The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
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