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Quasi-Monte Carlo Methods in Numerical Finance
Joy, Corwin; Tan, Ken Seng; Boyle, Phelim P. - In: Management science : journal of the Institute for … 42 (1996) 6, pp. 926
Persistent link: https://www.econbiz.de/10006102674
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Callable contingent capital : valuation and default risk
Tian, Weidong - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 112-130
Persistent link: https://www.econbiz.de/10011818797
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Pricing and hedging with discontinuous functions : quasi-Monte Carlo methods and dimensions reduction
Wang, Xiaoqun; Tan, Ken Seng - In: Management science : journal of the Institute for … 59 (2013) 2, pp. 376-389
Persistent link: https://www.econbiz.de/10009713876
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The Valuation of American Options for a Class of Diffusion Processes
Detemple, Jerôme; Tian, Weidong - In: Management science : journal of the Institute for … 48 (2002) 7, pp. 917-937
Persistent link: https://www.econbiz.de/10006087045
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Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.; Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 253-272
Persistent link: https://www.econbiz.de/10009512174
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Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction
Wang, Xiaoqun; Tan, Ken Seng - In: Management science : journal of the Institute for … 59 (2013) 2, pp. 376-389
Persistent link: https://www.econbiz.de/10010073686