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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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Managing weather risk with a neural network-based index insurance
Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327
Persistent link: https://www.econbiz.de/10015045875
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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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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