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 |
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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)