Quasi-Monte Carlo approaches to option pricing
Birge, John R.
1995
Handle: http://hdl.handle.net/2027.42/3635
Other Identifiers: UMR4771
Subject(s): Options (Finance) -- Mathematical models., Monte Carlo method., Random number generators.
Show full item record

TXT file
Download
Name: bap3204.0001.001.txt
Size: 43.1KB
Format: Text file
PDF file
Download
Name: bap3204.0001.001.pdf
Size: 1.8MB
Format: PDF

This item appears in the following Collection(s)


Search Deep Blue

Advanced Search

Browse by

My Account

Information


MLibrary logo