𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Applications of δ-function perturbation to the pricing of derivative securities

✍ Scribed by Marc Decamps; Ann De Schepper; Marc Goovaerts


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
275 KB
Volume
342
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Applications of randomized low discrepan
✍ Ken Seng Tan; Phelim P Boyle 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 1002 KB

This paper deals with a recent modi"cation of the Monte Carlo method known as quasi-random Monte Carlo. Under this approach, one uses specially selected deterministic sequences rather than random sequences as in Monte Carlo. These special sequences are known as low discrepancy sequences and have the

Perturbation of functional tensors with
✍ Yves Romain 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 131 KB

In this paper, results on the perturbation theory of symmetric operators are given. They concern the tensor extension of a perturbation problem for operators as studied by Fine (Statistics 18 (1987) 401). We consider functional deÿnitions of the tensor product, sum and di erence of operators and we

ChemInform Abstract: New Approach to the
✍ S. Yu. Ryabova; L. M. Alekseeva; E. A. Lisitza; A. S. Shashkov; V. V. Chernyshev 📂 Article 📅 2010 🏛 John Wiley and Sons ⚖ 34 KB 👁 1 views

## Abstract ChemInform is a weekly Abstracting Service, delivering concise information at a glance that was extracted from about 100 leading journals. To access a ChemInform Abstract of an article which was published elsewhere, please select a “Full Text” option. The original article is trackable v