Valuation of barrier options using sequential Monte Carlo
hal.structure.identifier | Commonwealth Scientific and Industrial Research Organisation [Canberra] [CSIRO] | |
dc.contributor.author | SHEVCHENKO, Pavel | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | DEL MORAL, Pierre | |
dc.date.accessioned | 2024-04-04T03:07:17Z | |
dc.date.available | 2024-04-04T03:07:17Z | |
dc.date.issued | 2016-10 | |
dc.identifier.issn | 1460-1559 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193422 | |
dc.language.iso | en | |
dc.publisher | Incisive Media | |
dc.title.en | Valuation of barrier options using sequential Monte Carlo | |
dc.type | Article de revue | |
dc.identifier.doi | 10.21314/JCF.2016.324 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.journal | The Journal of Computational Finance | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01669199 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01669199v1 | |
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