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Abrahams, I.David
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Callegaro, Giorgia
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Finance and stochastics
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The journal of computational finance
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An application to credit risk of a hybrid Monte Carlo-optimal quantization method
Callegaro, Giorgia
;
Sagna, Abass
- In:
The journal of computational finance
16
(
2013
)
4
,
pp. 123-122
Persistent link: https://www.econbiz.de/10010152594
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An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I.David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008222879
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