Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: American Option Valuation with Particle Filters, in R. Carmona, P. Del Moral, P. Hu, and N. Oudjane (eds), Numerical Methods in Finance, Springer-Verlag, Heidelberg, Series: Proceedings in Mathematics (2012) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 12, 2011 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013078762