Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-3 within 3 documents
Least Squares Importance Sampling for Monte Carlo Security Pricing [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.485-497
Black-Scholes theory for an underlying with multiple attractors [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.453-457
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.471-483