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~isPartOf:"Journal of econometrics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chateauneuf, Alain"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Chateauneuf, Alain
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Journal of econometrics
Research paper series / Swiss Finance Institute
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
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