Author： Cheridito P.
Publisher： Elsevier
ISSN： 0304-4149
Source： Stochastic Processes and their Applications, Vol.109, Iss.1, 2004-01, pp. : 47-68
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Option Pricing of Weather Derivatives for Seoul
East Asian Journal on Applied Mathematics, Vol. 2, Iss. 4, 2012-11 ,pp. :
Access to resources
Recommend
Sequential Monte Carlo Methods for Option Pricing
By Jasra Ajay
Stochastic Analysis and Applications, Vol. 29, Iss. 2, 2011-03 ,pp. :
Pure Mathematics, Vol. 01, Iss. 02, 2011-07 ,pp. :
Access to resources