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
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
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
## 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