Fast Monte Carlo Bermudan Greeks
| Author: | Matthias LeclercGND, Qian Liang, Ingo Schneider |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/56498 |
| ISSN: | 0952-8776OPAC |
| Parent Title (English): | Risk : Managing Risk in the World's Financial Markets (Risk Magazine) |
| Publisher: | Financial Engineering Ltd. |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2009 |
| Release Date: | 2019/06/19 |
| Volume: | 22 |
| Issue: | 7 |
| First Page: | 84 |
| Last Page: | 88 |
| Institutes: | Mathematisch-Naturwissenschaftlich-Technische Fakultät |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik |
