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Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Gozzo, Riccardo
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance Numerical Analysis 65C05, 65C20, 60H35
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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