Gür, Sercan. 2017. Pricing Parisian options with general boundaries: an adaptive Monte Carlo method. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong, China, 15.06-17.06.
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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 options with general boundaries: an adaptive Monte Carlo method |
| Event | 1st International Conference on Econometrics and Statistics (EcoSta 2017) |
| Year | 2017 |
| Date | 15.06-17.06 |
| Country | China |
| Location | Hong Kong |
Associations
- People
- Gür, Sercan (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1104 Applied mathematics (Details)
- 1118 Probability theory (Details)