FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS

✍ Scribed by Jiun Hong Chan; Mark Joshi

• Book ID: 111043256
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 838 KB
• Volume: 23
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/j.1467-9965.2011.00509.x