Fast and Robust Monte Carlo Cdo Sensitivities and Their Efficient Object Oriented Implementation
Year of publication: |
[2006]
|
---|---|
Authors: | Rott, Marius G. |
Other Persons: | Fries, Christian P. (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2005 erstellt |
Other identifiers: | 10.2139/ssrn.732564 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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