Author： Bernard Carole Boyle Phelim
Publisher： Routledge Ltd
ISSN： 1466-4364
Source： The European Journal of Finance, Vol.17, Iss.3, 2011-03, pp. : 169-196
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Pseudospectral methods for pricing options
By Suh Sangwon
Quantitative Finance, Vol. 9, Iss. 6, 2009-09 ,pp. :
Access to resources
Recommend
By Chesney Marc
Finance and Stochastics, Vol. 10, Iss. 4, 2006-12 ,pp. :
Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. :
Least-squares Importance Sampling for Monte Carlo security pricing
Quantitative Finance, Vol. 8, Iss. 5, 2008-08 ,pp. :