Filtered Monte Carlo
Year of publication: |
1993
|
---|---|
Authors: | Glasserman, Paul |
Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 18.1993, 3, p. 610-634
|
Saved in:
Saved in favorites
Similar items by person
-
Valuing the Treasury's Capital Assistance Program
Glasserman, Paul, (2009)
-
Saddlepoint approximations for affine jump-diffusion models
Glasserman, Paul, (2009)
-
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong, (2008)
- More ...