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Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole; Boyle, Phelim P. - In: The European journal of finance 17 (2011) 3/4, pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
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Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole; Boyle, Phelim - In: The European journal of finance 17 (2011) 3, pp. 169-197
Persistent link: https://www.econbiz.de/10008881322
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How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; … - In: The European journal of finance 23 (2017) 4/6, pp. 507-534
Persistent link: https://www.econbiz.de/10011736292