Quotation 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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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 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)
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