Simulation-Based Estimation of Contingent-Claims Prices
Year of publication: |
[2013]
|
---|---|
Authors: | Phillips, Peter C. B. |
Other Persons: | Yu, Jun (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | Cowles Foundation Discussion Paper ; No. 1596 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2007 erstellt |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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