A backward Monte Carlo approach to exotic option pricing.
- Published in:
- European Journal of Applied Mathematics, 2018, v. 29, n. 1, p. 146, doi. 10.1017/S0956792517000079
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- Publication type:
- Article
Works matching IS 09567925 AND DT 2018 AND VI 29 AND IP 1
Results: 6
1
2
Sharp-interface formation during lithium intercalation into silicon.
- Published in:
- European Journal of Applied Mathematics, 2018, v. 29, n. 1, p. 118, doi. 10.1017/S0956792517000067
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- Publication type:
- Article
3
Symmetry-invariant conservation laws of partial differential equations.
- Published in:
- European Journal of Applied Mathematics, 2018, v. 29, n. 1, p. 78, doi. 10.1017/S0956792517000055
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- Publication type:
- Article
4
A variational inequality arising from optimal exercise perpetual executive stock options.
- Published in:
- European Journal of Applied Mathematics, 2018, v. 29, n. 1, p. 55, doi. 10.1017/S0956792517000031
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- Publication type:
- Article
5
Simulating surfactant spreading: Influence of a physically motivated equation of state.
- Published in:
- European Journal of Applied Mathematics, 2018, v. 29, n. 1, p. 30, doi. 10.1017/S095679251700002X
- By:
- Publication type:
- Article
6
Pricing American-style Parisian up-and-out call options.
- Published in:
- European Journal of Applied Mathematics, 2018, v. 29, n. 1, p. 1, doi. 10.1017/S0956792517000018
- By:
- Publication type:
- Article