Fast and accurate pricing of discretely monitored barrier options by numerical path integration.
- Published in:
- Computational Economics, 2007, v. 30, n. 2, p. 143, doi. 10.1007/s10614-007-9091-5
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2007 AND VI 30 AND IP 2
Results: 5
1
2
The role of intelligence in time series properties.
- Published in:
- Computational Economics, 2007, v. 30, n. 2, p. 95, doi. 10.1007/s10614-007-9089-z
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- Publication type:
- Article
3
Multidimensional Spline Interpolation: Theory and Applications.
- Published in:
- Computational Economics, 2007, v. 30, n. 2, p. 153, doi. 10.1007/s10614-007-9092-4
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- Publication type:
- Article
4
A computational approach to modeling commodity markets.
- Published in:
- Computational Economics, 2007, v. 30, n. 2, p. 125, doi. 10.1007/s10614-007-9090-6
- By:
- Publication type:
- Article
5
A Parallel Implementation of the Simplex Function Minimization Routine.
- Published in:
- Computational Economics, 2007, v. 30, n. 2, p. 171, doi. 10.1007/s10614-007-9094-2
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- Publication type:
- Article