Quotation 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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Publication's profile

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)
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