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person:"Choulakian, Vartan"
~person:"Castellanos Pérez-Bolde, Lucia"
~person:"Gauthier, Geneviève"
~type_genre:"Aufsatz in Zeitschrift"
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Approximation method
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Choulakian, Vartan
Castellanos Pérez-Bolde, Lucia
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Journal of the American Statistical Association : JASA
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
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Heterogeneous basket options pricing using analytical approximations
Dionne, Georges
;
Gauthier, Geneviève
;
Ouertani, Nadia
; …
- In:
Multinational finance journal : MF ; quarterly …
15
(
2011
)
1/2
,
pp. 47-85
Persistent link: https://www.econbiz.de/10009387541
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2
Approximate methods for state-space models
Koyama, Shinsuke
;
Castellanos Pérez-Bolde, Lucia
; …
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 170-180
Persistent link: https://www.econbiz.de/10008732171
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