Sample-Path Solution of Stochastic Variational Inequalities, with Applications to Option Pricing
| Autor: | Gürkan, G., Ozge, A.Y., Robinson, S.M., Charnes, J.M., Morrice, D.M., Brunner, D.T., Swain, J.J. |
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| Přispěvatelé: | Research Group: Operations Research |
| Jazyk: | angličtina |
| Rok vydání: | 1996 |
| Zdroj: | Proceedings of the 1996 Winter Simulation Conference, 337-344 STARTPAGE=337;ENDPAGE=344;TITLE=Proceedings of the 1996 Winter Simulation Conference |
| Databáze: | OpenAIRE |
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