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hal.structure.identifierCommonwealth Scientific and Industrial Research Organisation [Canberra] [CSIRO]
dc.contributor.authorSHEVCHENKO, Pavel
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDEL MORAL, Pierre
dc.date.accessioned2024-04-04T03:07:17Z
dc.date.available2024-04-04T03:07:17Z
dc.date.issued2016-10
dc.identifier.issn1460-1559
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/193422
dc.language.isoen
dc.publisherIncisive Media
dc.title.enValuation of barrier options using sequential Monte Carlo
dc.typeArticle de revue
dc.identifier.doi10.21314/JCF.2016.324
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.journalThe Journal of Computational Finance
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-01669199
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01669199v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=The%20Journal%20of%20Computational%20Finance&rft.date=2016-10&rft.eissn=1460-1559&rft.issn=1460-1559&rft.au=SHEVCHENKO,%20Pavel&DEL%20MORAL,%20Pierre&rft.genre=article


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