Gür, Sercan, Pötzelberger, Klaus. 2016. Pricing Parisian Option with Adaptive Monte Carlo Method. CFE 2016 10th International Conference on Computational and Financial Econometrics, Sevilla, Spanien, 09.12.-11.12.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Pricing Parisian Option with Adaptive Monte Carlo Method |
| Event | CFE 2016 10th International Conference on Computational and Financial Econometrics |
| Year | 2016 |
| Date | 09.12.-11.12 |
| Country | Spain |
| Location | Sevilla |
| URL | http://cfenetwork.org/CFE2016/fullprogramme.php |
Associations
- People
- Gür, Sercan (Former researcher)
- Pötzelberger, Klaus (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)