//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"TANG, ROBERT"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Hitting times"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
First-hitting time
1
Monte-Carlo
1
barrier
1
discretely-monitored
1
hitting-times
1
inverse Gaussian
1
passage times
1
stratified sampling
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
TANG, ROBERT
Hernández del Valle, Gerardo
2
Arnaudon, Marc
1
Baeumer, B.
1
Coulibaly-Pasquier, Koléhè
1
Fukasawa, Masaaki
1
HUNTER, JEFFREY J.
1
JOSHI, MARK
1
Khrennikov, Andrei
1
Kumar, A.
1
Lee, Chihoon
1
Linetsky, Vadim
1
Meerschaert, M.M.
1
Miclo, Laurent
1
Nane, Erkan
1
Pei, Wen-Jiang
1
Rosenbaum, Mathieu
1
Serlet, Laurent
1
Vellaisamy, P.
1
Wang, Shao-Ping
1
more ...
less ...
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE
HITTING-TIMES
TO THE BARRIER
JOSHI, MARK
;
TANG, ROBERT
- In:
International Journal of Theoretical and Applied …
13
(
2010
)
05
,
pp. 717-750
We develop new Monte Carlo techniques based on stratifying the stock's
hitting-times
to the barrier for the pricing and …
Persistent link: https://www.econbiz.de/10008461844
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->