Monte Carlo methods for security pricing

Authors
Boyle, P Broadie, M Glasserman, P
Citation
P. Boyle et al., Monte Carlo methods for security pricing, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 185-238
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
185 - 238
Database
ISI
SICI code